摘要翻译:
本文在一个典型的半参数估计问题,即平均密度估计问题的背景下,突出了半参数效率和bootstrap一致性之间的紧张关系。结果表明,尽管简单的插件估计在最小光滑性条件下存在偏差问题,使它们无法实现半参数效率,但非参数bootstrap自动纠正了这种偏差,从而使这些看似较差的估计在最小光滑性条件下实现了bootstrap一致性。相反,几个在最小光滑性条件下实现半参数效率的“去偏”估计在相同条件下不能实现bootstrap相合。
---
英文标题:
《Average Density Estimators: Efficiency and Bootstrap Consistency》
---
作者:
Matias D. Cattaneo and Michael Jansson
---
最新提交年份:
2020
---
分类信息:
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。
--
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
--
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。
--
---
英文摘要:
This paper highlights a tension between semiparametric efficiency and bootstrap consistency in the context of a canonical semiparametric estimation problem, namely the problem of estimating the average density. It is shown that although simple plug-in estimators suffer from bias problems preventing them from achieving semiparametric efficiency under minimal smoothness conditions, the nonparametric bootstrap automatically corrects for this bias and that, as a result, these seemingly inferior estimators achieve bootstrap consistency under minimal smoothness conditions. In contrast, several "debiased" estimators that achieve semiparametric efficiency under minimal smoothness conditions do not achieve bootstrap consistency under those same conditions.
---
PDF链接:
https://arxiv.org/pdf/1904.09372