BALANCED IMPORTANCE RESAMPLING FOR THE BOOTSTRAP

被引：15

作者：

BOOTH, JG ^{[1
]}

HALL, P ^{[1
]}

WOOD, ATA ^{[1
]}

机构：

[1] CSIRO,SYDNEY,NSW,AUSTRALIA

来源：

ANNALS OF STATISTICS | 1993年 / 21卷 / 01期

关键词：

ASYMPTOTIC EFFICIENCY; ESTIMATING EQUATION; EXPONENTIAL TILTING; MONTE-CARLO APPROXIMATION; SMOOTH FUNCTION;

D O I：

10.1214/aos/1176349026

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 the method of importance resampling, introduced by Vernon Johns and Anthony Davison, may be enhanced by balancing the resamples. It is demonstrated that ''balanced importance resampling'' improves on both ''balanced uniform resampling'' and ''random importance resampling'', from the viewpoint of statistical efficiency. Moreover, the range of applications for which efficient resampling methods may be applied is extended to include statistics which are smooth functions of solutions of estimating equations.

引用

页码：286 / 298

页数：13

共 8 条

[1] EFFICIENT BOOTSTRAP SIMULATION [J].