Bootstrapping convex hulls

被引:3
|
作者
Zarepour, M [1 ]
机构
[1] Univ Ottawa, Dept Math & Stat, Ottawa, ON K1N 6N5, Canada
关键词
convex hull; bootstrap; point process; Monte Carlo; asymptotic;
D O I
10.1016/S0167-7152(99)00042-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
If the distribution of observations satisfies a multivariate regular variation condition then the asymptotic distribution of convex hulls can be modeled by using point processes. The limiting distributions cannot be simplified and are extremely difficult to use. We show the bootstrap is asymptotically valid if the resampling sample size is m = o(n), where n is the original sample size. We use this to also provide an asymptotically valid bootstrap for the area and perimeter of the convex hulls. Also, under a circularly symmetric distribution an alternative and consistent Monte Carlo method is studied. (C) 1999 Elsevier Science B.V. All rights reserved.
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页码:55 / 63
页数:9
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