頁籤選單縮合
| 題 名 | Comparison of Bootstrap and Jackknife Variance Estimators in Linear Regression: Second Order Results |
|---|---|
| 作 者 | Bose,Arup; Chatterjee,Snigdhansu; | 書刊名 | Statistica Sinica |
| 卷 期 | 12:2 2002.04[民91.04] |
| 頁 次 | 頁575-598 |
| 分類號 | 319.51 |
| 關鍵詞 | Bootstrap; Jackknife; Regression; Variance comparison; |
| 語 文 | 英文(English) |
| 英文摘要 | In an extension of the work of Liu and Singh (1992), we consider reasmpling estimates for the variance of the least squares estimator in linear regression models. Second order terms in asymptotic expansions of these estimates are derived. By comparing the second order terms, certain generalised bootstrap schemes are seen to be theoretically better than other resampling techniques under very general conditions. The performance of the different resampling schemes are studied through a few simulations. |
本系統中英文摘要資訊取自各篇刊載內容。