General Bootstrap for Dual ϕ-Divergence Estimates

Salim Bouzebda and Mohamed Cherfi

Journal of Probability and Statistics, 2012, vol. 2012, 1-33

Abstract:

A general notion of bootstrapped ϕ -divergence estimates constructed by exchangeably weighting sample is introduced. Asymptotic properties of these generalized bootstrapped ϕ -divergence estimates are obtained, by means of the empirical process theory, which are applied to construct the bootstrap confidence set with asymptotically correct coverage probability. Some of practical problems are discussed, including, in particular, the choice of escort parameter, and several examples of divergences are investigated. Simulation results are provided to illustrate the finite sample performance of the proposed estimators.

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://downloads.hindawi.com/journals/JPS/2012/834107.pdf (application/pdf)
http://downloads.hindawi.com/journals/JPS/2012/834107.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:834107

DOI: 10.1155/2012/834107

Access Statistics for this article

More articles in Journal of Probability and Statistics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().