Bootstrap confidence sets for the Aumann mean of a random closed set

被引：3
|
作者：
Choirat, Christine [1 ]
Seri, Raffaello [2 ]
机构：
[1] Univ Navarra, Sch Econ & Business Management, Dept Econ, E-31080 Pamplona, Spain
[2] Univ Insubria, Dipartimento Econ, I-21100 Varese, Italy
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2014年 / 71卷
关键词：
Random set; Aumann mean; Confidence set; Support function; CENTRAL LIMIT-THEOREM; SAMPLES;
D O I：
10.1016/j.csda.2012.10.015
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The objective is to develop a reliable method to build confidence sets for the Aumann mean of a random closed set as estimated through the Minkowski empirical mean. First, a general definition of the confidence set for the mean of a random set is provided. Then, a method using a characterization of the confidence set through the support function is proposed and a bootstrap algorithm is described, whose performance is investigated in Monte Carlo simulations. (C) 2012 Elsevier B.V. All rights reserved.
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页码：803 / 817
页数：15
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