BALANCED IMPORTANCE RESAMPLING FOR THE BOOTSTRAP

• 成果类型: Article
• 署名作者: BOOTH, JG; HALL, P; WOOD, ATA
• 署名单位: Commonwealth Scientific & Industrial Research Organisation (CSIRO)
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176349026
• 发表日期: 1993
• 页码: 286-298
• 关键词: confidence-intervals

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.