首页   按字顺浏览 期刊浏览 卷期浏览 Small sample performance of jackknife confidence intervals for the james-stein estimator
Small sample performance of jackknife confidence intervals for the james-stein estimator

 

作者: Lee C. Adkins,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 2  

页码: 401-418

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812864

 

出版商: Marcel Dekker, Inc.

 

关键词: bootstrap;jackknife;infinitesimal jackknife;Stein-rule estimator;confidence intervals

 

数据来源: Taylor

 

摘要:

The primary goal of this paper is to examine the small sample coverage probability and size of jackknife confidence intervals centered at a Stein-rule estimator. A Monte Carlo experiment is used to explore the coverage probabilities and lengths of nominal 90% and 95% delete-one and infinitesimal jackknife confidence intervals centered at the Stein-rule estimator; these are compared to those obtained using a bootstrap procedure.

 

点击下载:  PDF (493KB)



返 回