Random weighting estimation of sampling distributions via importance resampling

DOI10.1080/03610918.2014.977915zbMATH Open1361.62021OpenAlexW2408149765MaRDI QIDQ2965601FDOQ2965601

Chengfan Gu, Yongmin Zhong, Bingbing Gao, Shesheng Gao

Publication date: 3 March 2017

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

Full work available at URL: https://doi.org/10.1080/03610918.2014.977915

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zbMATH Keywords

sampling distributionimportance resamplingrandom weighting estimationcross-entropy procedure

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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• Random weighting estimation of kernel density
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• A Simple Bootstrap Method for Time Series
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• Random weighting estimation of stable exponent

Cited In (3)

• Title not available (Why is that?)
• Adaptively random weighted cubature Kalman filter for nonlinear systems
• Random weighting-based quantile estimation via importance resampling

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