Local optimization-based statistical inference

doi:10.1214/17-EJS1292

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	Local optimization-based statistical inference
	Xiong, Shifeng
	2017
发表期刊	ELECTRONIC JOURNAL OF STATISTICS
ISSN	1935-7524
卷号	11 期号:1 页码:2295-2320
摘要	This paper introduces a local optimization-based approach to test statistical hypotheses and to construct confidence intervals. This approach can be viewed as an extension of bootstrap, and yields asymptotically valid tests and confidence intervals as long as there exist consistent estimators of unknown parameters. We present simple algorithms including a neighborhood bootstrap method to implement the approach. Several examples in which theoretical analysis is not easy are presented to show the effectiveness of the proposed approach.
关键词	Bootstrap importance sampling non-regular problem resampling space-filling design stochastic programming
DOI	10.1214/17-EJS1292
语种	英语
资助项目	National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11471172] ; Chinese Ministry of Science and Technology[2016YFF0203801] ; Key Laboratory of Systems and Control, Chinese Academy of Sciences
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000408006600067
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/26450
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. Local optimization-based statistical inference[J]. ELECTRONIC JOURNAL OF STATISTICS,2017,11(1):2295-2320.
APA	Xiong, Shifeng.(2017).Local optimization-based statistical inference.ELECTRONIC JOURNAL OF STATISTICS,11(1),2295-2320.
MLA	Xiong, Shifeng."Local optimization-based statistical inference".ELECTRONIC JOURNAL OF STATISTICS 11.1(2017):2295-2320.