Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies (Q1118922): Difference between revisions
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Revision as of 08:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies |
scientific article |
Statements
Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies (English)
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1989
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The boostrap estimate of distribution functions of studentized statistics is shown to be more accurate than even the two-term empirical Edgeworth expansion, thus strengthening the claim of superiority of the boostrap over the normal approximation method. The two methods are compared not only with respect to bounded bowl-shaped loss functions but also with respect to squared error loss and, more generally, in \(L^ p\)-norms.
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Cramer's condition
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Lp-norms
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boostrap estimate
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studentized statistics
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two-term empirical Edgeworth expansion
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normal approximation
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bounded bowl-shaped loss functions
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squared error loss
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