General Bootstrap for Dual ϕ-Divergence Estimates
Joint Authors
Bouzebda, Salim
Cherfi, Mohamed
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-33, 33 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-02-09
Country of Publication
Egypt
No. of Pages
33
Main Subjects
Abstract EN
A general notion of bootstrapped ϕ-divergence estimates constructed by exchangeably weighting sample is introduced.
Asymptotic properties of these generalized bootstrapped ϕ-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.
American Psychological Association (APA)
Bouzebda, Salim& Cherfi, Mohamed. 2012. General Bootstrap for Dual ϕ-Divergence Estimates. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-33.
https://search.emarefa.net/detail/BIM-501805
Modern Language Association (MLA)
Bouzebda, Salim& Cherfi, Mohamed. General Bootstrap for Dual ϕ-Divergence Estimates. Journal of Probability and Statistics No. 2012 (2012), pp.1-33.
https://search.emarefa.net/detail/BIM-501805
American Medical Association (AMA)
Bouzebda, Salim& Cherfi, Mohamed. General Bootstrap for Dual ϕ-Divergence Estimates. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-33.
https://search.emarefa.net/detail/BIM-501805
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-501805