Random weighting estimation of sampling distributions via importance resampling

DOI10.1080/03610918.2014.977915MaRDI QIDQ2965601zbMATH OpenOpenAlexFDO

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

cross-entropy procedureimportance resamplingrandom weighting estimationsampling distribution

Mathematics Subject Classification ID

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

Recommendations

• Random weighting-based quantile estimation via importance resampling
• scientific article; zbMATH DE number 4043055
• scientific article; zbMATH DE number 147971
• Random weighting estimation for survival function under right censorship
• scientific article; zbMATH DE number 4129805

Cites work

• A simple bootstrap method for time series
• Adaptive resampling algorithms for estimating bootstrap distributions
• Approximation to the distribution of LAD estimators for censored regression by random weighting method
• Asymptotic properties of random weighted empirical distribution function
• Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency
• Balanced importance resampling for the bootstrap
• Bootstrap methods: another look at the jackknife
• Bootstrap quantile estimation via importance resampling
• scientific article; zbMATH DE number 2117227 (Why is no real title available?)
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• Law of large numbers for sample mean of random weighting estimate.
• Optimization of computer simulation models with rare events
• Random weighting \(M\)-estimation for linear errors-in-variables models
• Random Weighting Estimation for Quantile Processes and Negatively Associated Samples
• 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
• The random weighting estimate of quantile process
• Weak convergence for random weighting estimation of smoothed quantile processes

Cited in

(6)

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

This page was built for publication: Random weighting estimation of sampling distributions via importance resampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2965601)