A note on bootstrap model selection criterion

被引：7

作者：

Chung, HY ^{[1
]}

Lee, KW ^{[1
]}

Koo, JY ^{[1
]}

机构：

[1] HALLYM UNIV,DEPT STAT,CHUNCHON 200702,SOUTH KOREA

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 01期

关键词：

Kullback-Leibler discrepancy; nonparametric bootstrap; parametric bootstrap;

D O I：

10.1016/0167-7152(94)00249-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We show that a bootstrap model selection criterion constructed by directly plugging-in a consistent estimator in place of the unknown parameter has a downward bias of amount roughly equivalent to the number of parameters in the approximating model, An example is provided to illustrate the points discussed.

引用

页码：35 / 41

页数：7

共 7 条

[1]

Akaike H., 1973, 2 INT S INFORM THEOR, P267, DOI [10.1007/978-1-4612-1694-0_15, DOI 10.1007/978-1-4612-1694-0_15]

[2]

Beran R., 1991, ASYMPTOTIC THEORY BO

[3] 1977 RIETZ LECTURE - BOOTSTRAP METHODS - ANOTHER LOOK AT THE JACKKNIFE [J].