General Bootstrap for Dual ϕ-Divergence Estimates-Reference-Cited by-同舟云学术

General Bootstrap for Dual ϕ-Divergence Estimates

Published:2012 Issue: Volume:2012 Page:1-33
ISSN:1687-952X
Container-title:Journal of Probability and Statistics
language:en
Short-container-title:Journal of Probability and Statistics

Author:

Bouzebda Salim¹²,Cherfi Mohamed²

Affiliation:

1. Laboratoire de Mathématiques Appliquées, Université de Technologie de Compiègne, B.P. 529, 60205 Compiègne Cedex, France

2. LSTA, Université Pierre et Marie Curie, 4 Place Jussieu, 75252 Paris Cedex 05, France

Abstract

A general notion of bootstrappedϕ-divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrappedϕ-divergence estimates are obtained, by means of the empirical process theory, which are applied to construct the bootstrap confidence set with asymptotically correct coverage probability. Some of practical problems are discussed, including, in particular, the choice of escort parameter, and several examples of divergences are investigated. Simulation results are provided to illustrate the finite sample performance of the proposed estimators.

Publisher

Hindawi Limited

Subject

Statistics and Probability

Link

http://downloads.hindawi.com/journals/jps/2012/834107.pdf

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