A note on importance resampling for multi-dimensional statistics

DOI10.1080/03610918.2011.566970MaRDI QIDQ3102869zbMATH OpenOpenAlexFDO

Authors Zheng Su

Publication date 25 November 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.566970

zbMATH Keywords

bootstrapimportance resamplingminimizationmulti-dimensionalvariance

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32) Censored data models (62N01)

Recommendations

• A fast procedure for calculating importance weights in bootstrap sampling
• Balanced importance resampling for the bootstrap
• On improved estimation for importance sampling
• Efficient importance sampling for events of moderate deviations with applications
• Bootstrap quantile estimation via importance resampling

Cites work

• Adaptive resampling algorithms for estimating bootstrap distributions
• Efficient importance sampling for events of moderate deviations with applications
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• Rank Tests and a One-Sample Logrank Test for Comparing Observed Survival Data to a Standard Population
• Survival analysis. Techniques for censored and truncated data.

Cited in

(1)

• Importance resampling using chi-square tilting

This page was built for publication: A note on importance resampling for multi-dimensional statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3102869)