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作者：FALK, M; KAUFMANN, E
摘要：An asymptotic expansion of length 2 is established for the coverage probabilities of confidence intervals for the underlying q-quantile which are derived by bootstrapping the sample q-quantile. The corresponding level error turns out to be of order O(n-1/2) which is unexpectedly low. A confidence interval of even more practical use is derived by using backward critical points. The resulting confidence interval is of the same length as the one derived by ordinary bootstrap but it is distributio...
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作者：HELMERS, R
摘要：The asymptotic accuracy of the estimated one-term Edgeworth expansion and the bootstrap approximation for a Studentized U-statistic is investigated. It is shown that both the Edgeworth expansion estimate and the bootstrap approximation are asymptotically closer to the exact distribution of a Studentized U-statistic than the normal approximation. The conditions needed to obtain these results are weak moment assumptions on the kernel h of the U-statistic and a nonlattice condition for the distri...
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作者：STEFANSKI, LA; CARROLL, RJ
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：Consider a generalized linear model with response Y and scalar predictor X. Instead of observing X, a surrogate W = X + Z is observed, where Z represents measurement error and is independent of X and Y. The efficient score test for the absence of association depends on m(w) = E(X\W = w) which is generally unknown. Assuming that the distribution of Z is known, asymptotically efficient tests are constructed using nonparametric estimators of m(w). Rates of convergence for the estimator of m(w) ar...
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作者：BERTI, P; REGAZZINI, E; RIGO, P
作者单位：Bocconi University; University of Florence
摘要：Conditions are given which suffice for the assessment of a coherent inference by means of a Bayesian algorithm, i.e., a suitable extension of the classical Bayes theorem relative to a finite number of alternatives. Under some further hypotheses such inference is shown to be, in addition, coherent in the sense of Heath, Lane and Sudderth. Moreover, a characterization of coherent posteriors is provided, together with some remarks concerning finitely additive conditional probabilities.
