摘要翻译:
假设一个目标函数是单调的,即弱增的,并且这个目标函数的一个可用的原始估计不是弱增的。重排,单变量和多变量,将原始估计转换为单调估计,在公共度量中总是更接近目标函数。此外,假设一个原始的同时置信区间由一个不是弱递增的上、下端点函数定义,该区间覆盖的概率至少为$1-\alpha$的目标函数。然后,由重新排列的上下端点函数定义的重新排列的置信区间,在普通规范中比原来的置信区间长度更短,并且以至少$1-\alpha$的概率覆盖目标函数。我们用一个年龄-身高生长图的例子来证明改进的点估计和区间估计的效用。
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英文标题:
《Improving Point and Interval Estimates of Monotone Functions by
Rearrangement》
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作者:
Victor Chernozhukov, Ivan Fernandez-Val, Alfred Galichon
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最新提交年份:
2008
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Mathematics 数学
二级分类:Functional Analysis 功能分析
分类描述:Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory
Banach空间,函数空间,实函数,积分变换,分布理论,测度理论
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
Suppose that a target function is monotonic, namely, weakly increasing, and an available original estimate of this target function is not weakly increasing. Rearrangements, univariate and multivariate, transform the original estimate to a monotonic estimate that always lies closer in common metrics to the target function. Furthermore, suppose an original simultaneous confidence interval, which covers the target function with probability at least $1-\alpha$, is defined by an upper and lower end-point functions that are not weakly increasing. Then the rearranged confidence interval, defined by the rearranged upper and lower end-point functions, is shorter in length in common norms than the original interval and also covers the target function with probability at least $1-\alpha$. We demonstrate the utility of the improved point and interval estimates with an age-height growth chart example.
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PDF链接:
https://arxiv.org/pdf/0806.4730