统计学相关讲座

Double-bootstrap methods that use a single double-bootstrap simulation个人简介

被阅览数：次  发布时间:2014/04/24 16:30:02

主讲人： 常晋源 博士
主讲人简介： 墨尔本大学数学系研究员
简介：
We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In particular, they produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or distribution estimators. It is a joint work with Peter Hall.
时间： 2014年4月25日（周五）下午16:30-17:30
地点： 经济楼N301室
期数： 厦门大学统计学高级系列讲座
主办单位： 王亚南经济研究院、经济学院
类型： 系列讲座

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