Bootstraping of M-smoothers
Matouš Maciak (2011)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Matouš Maciak (2011)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Pavel Charamza (1992)
Applications of Mathematics
Similarity:
The objective of this paper is to introduce some recursive methods that can be used for estimating an value. These methods can be used more generally for the estimation of the -quantile of an unknown distribution provided we have 0-1 observations at our disposal. Standard methods based on the Robbins-Monro procedure are introduced together with different approaches of Wu or Mukerjee. Several examples are also mentioned in order to demonstrate the usefulness of the methods presented. ...
Viktor Witkovský (2001)
Kybernetika
Similarity:
A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...