An asymptotics look at the generalized inference

doi:10.1016/j.jmva.2010.09.008

CSpace > 系统科学研究所

	An asymptotics look at the generalized inference
	Xiong, Shifeng
	2011-02-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	102 期号:2 页码:336-348
摘要	This paper provides an asymptotics look at the generalized inference through showing connections between the generalized inference and two widely used asymptotic methods the bootstrap and plug-in method A generalized bootstrap method and a generalized plug-in method are introduced The generalized bootstrap method can not only be used to prove asymptotic frequentist properties of existing generalized confidence regions through viewing fiducial generalized pivotal quantities as generalized bootstrap variables but also yield new confidence regions for the situations where the generalized inference is unavailable Some examples are presented to illustrate the method In addition the generalized F-test (Weerahandi 1995 1261) can be derived by the generalized plug-in method then its asymptotic validity is obtained (C) 2010 Elsevier Inc All rights reserved
关键词	Bootstrap Fiducial inference Generalized inference Simultaneous confidence intervals Structural method
DOI	10.1016/j.jmva.2010.09.008
语种	英语
资助项目	National Natural Science Foundation of China[10771126 10801130] ; Key Laboratory of Systems ; Control CAS
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000284983600011
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/12505
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Xiong, Shifeng. An asymptotics look at the generalized inference[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2011,102(2):336-348.
APA	Xiong, Shifeng.(2011).An asymptotics look at the generalized inference.JOURNAL OF MULTIVARIATE ANALYSIS,102(2),336-348.
MLA	Xiong, Shifeng."An asymptotics look at the generalized inference".JOURNAL OF MULTIVARIATE ANALYSIS 102.2(2011):336-348.