Babu, G. Jogesh ; Rao, C. R. (2003) Confidence limits to the distance of the true distribution from a misspecified family by bootstrap Journal of Statistical Planning and Inference, 115 (2). pp. 471-478. ISSN 0378-3758
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Official URL: http://www.sciencedirect.com/science/article/pii/S...
Related URL: http://dx.doi.org/10.1016/S0378-3758(02)00176-3
Abstract
In statistical practice, an estimated distribution function (d.f.) from a specified family is used for taking decisions. When the true d.f. from which samples are drawn does not belong to the specified family, it is of interest to know how close the true d.f. is to the specified family. In this paper, we use non-parametric bootstrap to obtain confidence limits to the difference between the true d.f. and a member of the specified family closest to it in the sense of Kullback-Leibler measure.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Brownian Motion; Empirical Process; Bootstrap; L-statistics; Median; Kolmogorov-Smirnov Statistic; Cramer-von Mises Statistic; Kullback-Leibler Measure |
| ID Code: | 53370 |
| Deposited On: | 08 Aug 2011 12:25 |
| Last Modified: | 08 Aug 2011 12:25 |
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