Edgeworth corrected pivotal statistics and the bootstrap (Q1063968): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth corrected pivotal statistics and the bootstrap |
scientific article |
Statements
Edgeworth corrected pivotal statistics and the bootstrap (English)
0 references
1985
0 references
A general procedure for multistage modification of pivotal statistics is developed to improve the normal approximation. Bootstrapping a first stage modified statistic is shown to be equivalent, in terms of asymptotic order, to the normal approximation of a second stage modification. Explicit formulae are given for some basic cases involving independent random samples and samples drawn without replacement. The Hodges-Lehmann deficiency is calculated to compare the regular t-statistic with its one- step correction.
0 references
Edgeworth expansions
0 references
random sampling without replacement
0 references
multistage modification of pivotal statistics
0 references
normal approximation
0 references
Bootstrapping
0 references
Hodges-Lehmann deficiency
0 references
t-statistic
0 references
