Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
| Autor: | Friedrich Götze, Mindaugas Bloznelis |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2001 |
| Předmět: |
Statistics and Probability
Statistics::Theory jackknife estimator of variance population Asymptotic distribution Edgeworth series expansion Edgeworth expansion 60F05 Statistics Consistent estimator finite Applied mathematics Statistics::Methodology stochastic jackknife histogram Mathematics 62F20 ANOVA asymptotic expansion Efron-Stein inequality Estimator finite population Simple random sample sampling without replacement stochastic expansion Decomposition method (constraint satisfaction) Hoeffding decomposition Statistics Probability and Uncertainty Asymptotic expansion Jackknife resampling |
| Zdroj: | Ann. Statist. 29, iss. 3 (2001), 899-917 |
| Popis: | We study orthogonal decomposition of symmetric statistics based on samples drawn without replacement from finite populations. Several applications to finite population statistics are given: we establish one-term Edge-worth expansions for general asymptotically normal symmetric statistics, prove an Efron-Stein inequality and the consistency of the jackknife estimator of variance. Our expansions provide second order a.s. approximations to Wu's jackknife histogram. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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