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Iid data vectors (2012).
| Content Provider | CiteSeerX |
|---|---|
| Author | Owen, Art B. Eckles, Dean |
| Abstract | • we resample IID from the empirical distribution ̂ F • getting variance estimates and confidence intervals We like it because • face value validity (or at least explainability) • deep theory for ¯ X vs. E(X) • extensions to more general statistics Bootstrap (and cross-validation) let us use very mild assumptions: 1) IID data, and 2) non-pathological moments. |
| File Format | |
| Publisher Date | 2012-01-01 |
| Access Restriction | Open |
| Subject Keyword | Iid Data Vector Variance Estimate Empirical Distribution Mild Assumption Iid Data Face Value Validity General Statistic Bootstrap Confidence Interval Non-pathological Moment |
| Content Type | Text |