Random weighting estimation of sampling distributions via importance resampling

DOI10.1080/03610918.2014.977915MaRDI QIDQ2965601zbMATHOpenAlexFDO

Authors Bingbing Gao, Shesheng Gao, Yongmin Zhong, Chengfan Gu

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

zbMATH Keywords

sampling distributionimportance resamplingrandom weighting estimationcross-entropy procedure

Mathematics Subject Classification ID

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

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Cites work

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• Random weighting \(M\)-estimation for linear errors-in-variables models
• Random weighting estimation of confidence intervals for quantiles
• Random weighting estimation of kernel density
• Random weighting estimation of stable exponent
• Survival analysis. Techniques for censored and truncated data.
• The cross-entropy method for combinatorial and continuous optimization
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Cited in

(5)

• Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
• scientific article; zbMATH DE number 5263157 (Why is no real title available?)
• A random weighting approach for posterior distributions
• Random weighting-based quantile estimation via importance resampling
• Adaptively random weighted cubature Kalman filter for nonlinear systems

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