KMS Of Academy of mathematics and systems sciences, CAS
On exactness and unbiasedness of confidence bands for a continuous distribution function | |
Ding XiaoBo1,2; Xu XingZhong2; Zhao ShuRan3 | |
2010-10-01 | |
发表期刊 | SCIENCE CHINA-MATHEMATICS |
ISSN | 1674-7283 |
卷号 | 53期号:10页码:2665-2678 |
摘要 | We define a class of confidence bands for distribution functions, named simple confidence bands The class of hands includes the common step bands and continuous bands, some of which may perform better than the smoothed bands not belonging to the class, e.g., the kernel smoothed bands It is shown that under some mild assumptions, the simple bands with exact coverage for continuous distribution functions are all step bands The unbiasedness problem of the step bands is also investigated It is proved that most of two-sided step bands are biased and one-sided step bands are unbiased |
关键词 | exact coverage goodness of fit kernel smoothing simple confidence bands unbiasedness |
DOI | 10.1007/s11425-010-4034-3 |
语种 | 英语 |
资助项目 | National Science Foundation for Post-doctoral Scientists of China[20090450603] ; National Natural Science Foundation of China[10771015] |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied ; Mathematics |
WOS记录号 | WOS:000283671200008 |
出版者 | SCIENCE CHINA PRESS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/10582 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Ding XiaoBo |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China 3.Ocean Univ China, Sch Econ, Qingdao 266071, Peoples R China |
推荐引用方式 GB/T 7714 | Ding XiaoBo,Xu XingZhong,Zhao ShuRan. On exactness and unbiasedness of confidence bands for a continuous distribution function[J]. SCIENCE CHINA-MATHEMATICS,2010,53(10):2665-2678. |
APA | Ding XiaoBo,Xu XingZhong,&Zhao ShuRan.(2010).On exactness and unbiasedness of confidence bands for a continuous distribution function.SCIENCE CHINA-MATHEMATICS,53(10),2665-2678. |
MLA | Ding XiaoBo,et al."On exactness and unbiasedness of confidence bands for a continuous distribution function".SCIENCE CHINA-MATHEMATICS 53.10(2010):2665-2678. |
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