Local optimization-based statistical inference
作者： Shifeng Xiong
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摘要: This paper introduces a local optimization-based approach to test statistical hypotheses and construct confidence intervals. can be viewed as an extension of bootstrap, yields asymptotically valid tests intervals long there exist consistent estimators unknown parameters. We present simple algorithms including neighborhood bootstrap method implement the approach. Several examples in which theoretical analysis is not easy are presented show effectiveness proposed
arxiv.org参考文章(36)
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