...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Journal of Time Series Analysis >BOOTSTRAPPING ROBUST STATISTICS FOR MARKOVIAN DATA APPLICATIONS TO REGENERATIVE R-STATISTICS AND L-STATISTICS
【24h】

BOOTSTRAPPING ROBUST STATISTICS FOR MARKOVIAN DATA APPLICATIONS TO REGENERATIVE R-STATISTICS AND L-STATISTICS

机译：马尔可夫数据的自举稳健统计在再生R统计和L统计中的应用

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

This article is devoted to extending the notion of robustness in the context of Markovian data, based on their (pseudo-)regenerative properties and by studying its impact on the regenerative block-bootstrap (RBB). Precisely, it is shown how to possibly define the influence function' in this framework, so as to measure the impact of (pseudo-)regeneration data blocks on the statistic of interest. We also define the concept of regeneration-based signed linear rank statistic and L-statistic, as specific functionals of the regeneration blocks, which can be made robust against outliers in this sense. The asymptotic validity of the approximate RBB (ARBB), is established here, when applied to such statistics. For illustration purpose, we compare (A)RBB confidence intervals for the mean, the median and some L-statistics related to the (supposedly existing) stationary probability distribution (dx) of the chain observed and for their robustified versions as well. Copyright (c) 2015 Wiley Publishing Ltd
机译：本文致力于基于Markovian数据的（伪）再生特性并研究其对再生块自举（RBB）的影响，从而扩展了在Markovian数据上下文中的鲁棒性概念。精确地显示了如何在此框架中定义影响函数，从而测量（伪）再生数据块对目标统计量的影响。我们还定义了基于再生的带符号线性秩统计量和L统计量的概念，作为再生块的特定功能，在这种意义上，可以对异常值进行鲁棒处理。当应用于此类统计时，此处将建立近似RBB（ARBB）的渐近有效性。出于说明目的，我们比较了（A）RBB置信区间的平均值，中位数和与观察到的链的（假定存在的）静态概率分布（dx）相关的L统计量以及它们的鲁棒性。版权所有（c）2015 Wiley Publishing Ltd

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号