Showing 1 - 4 of 4
estimators and jackknife estimators of order four for smooth functions of the parameters of a multinomial distribution. An … unbiased estimator is given for its density function. We also give a jackknife estimator of any order for smooth functions of …
Persistent link: https://www.econbiz.de/10011041891
We discuss the asymptotic linearization of multivariate M-estimators, when the limit distribution is stable. We consider two different types of kernels: VC and bracketing. When applied to the case of normal limits, our work improves the known results to obtain the limit distribution of...
Persistent link: https://www.econbiz.de/10005221221
The paper discusses an approach based on the multivariate Delta method for approximating the distribution of posterior probabilities in finite mixture models. It can be used for developing distributions of many other characteristics involving posterior probabilities such as the entropy of fuzzy...
Persistent link: https://www.econbiz.de/10010702811
paper, we employ the jackknife empirical likelihood (JEL) method to construct confidence intervals for the difference of two … correlated continuous-scale ROC curves. Using the jackknife pseudo-sample, we can avoid estimating several nuisance variables … which have to be estimated in the existing methods. We prove that the smoothed jackknife empirical log likelihood ratio is …
Persistent link: https://www.econbiz.de/10010608105