L--统计量的Bootstrap逼近速度.pdfVIP

B36 B 2 X Vol.36, No.2 1993 3 ACTA MATHEMATICA SINICA Mar., 1993 L– YKRB Bootstrap NWF*
  (Wx 210008) c    o z g wn L-  yo Bootstrap h q    ik    tl  s L-  yrjuyoxvmm  HLBootstraping L-  y Berry-Essen p  q §1. bJfMI E X , i ≥ 1 qRq F i.i.d. X ≤ · · · ≤ X p X , · · · , X i n1 nn 1 n hm Fn (x) = 1 n I(Xj ≤x) qRUKr [0, 1] BiU J (u), D n j =1 L- hmy Tn (Fn (x)) = ∞ xJ nFn (x) dFn (x) −∞ n + 1 n 1 j = J Xnj a.s. (1) n n + 1 j =1 D n W i.i.d. X1 , · · · , Xn P Fn (x) qWeR GshEq Y1 , · · · , Yn , bRU Gn (x) = 1 n n j =1 I(Yj ≤x) . A P E L F ymUpP ∗ E∗ L Fn ymU pBootstrap ZP ∗ (√n(Tn (Gn ) −T (Fn )) ≤ x) P (√n(Tn (Fn ) −T (F )) ≤ x), Tn (Gn ) = ∞ xJ nGn (x) dGn (x), −∞ n + 1 T (F ) = ∞ xJ (F (x))dF (x). −∞ [1] Dfuy Bootstrap kEF Ncs Y HNs J (u) C [1] fua Hjfu Gby NSeYt DP 1 E E |X1 |3 ∞, J (u) I J (u) [0, 1] BArJCm *1990 9 17 R 1991 11 28 RTV 224