Data Depth Trimming Counterpart of the Classical t (or T2) Procedure
The classical t (or T2 in high dimensions) inference procedure for unknown mean μ:X¯±tα(n−1)Sn/n (or {μ:n(x¯−μ)′S−1(x¯−μ)≤χ(1−α)2(p)}) is so fundamental in statistics and so prevailing in practices; it is regarded as an optimal procedure in the mind of many practitioners. It this manuscript we pre...
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| Format: | Article |
| Language: | English |
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Wiley
2009-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2009/373572 |
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| _version_ | 1832553489448828928 |
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| author | Yijun Zuo |
| author_facet | Yijun Zuo |
| author_sort | Yijun Zuo |
| collection | DOAJ |
| description | The classical t (or T2 in high dimensions) inference procedure for unknown mean
μ:X¯±tα(n−1)Sn/n (or {μ:n(x¯−μ)′S−1(x¯−μ)≤χ(1−α)2(p)}) is so fundamental
in statistics and so prevailing in practices; it is regarded as an optimal procedure
in the mind of many practitioners. It this manuscript we present a new procedure
based on data depth trimming and bootstrapping that can outperform the classical
t (or T2 in high dimensions) confidence interval (or region) procedure. |
| format | Article |
| id | doaj-art-a7922071e3b842dcb32cd7f0198cd815 |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-a7922071e3b842dcb32cd7f0198cd8152025-02-03T05:53:54ZengWileyJournal of Probability and Statistics1687-952X1687-95382009-01-01200910.1155/2009/373572373572Data Depth Trimming Counterpart of the Classical t (or T2) ProcedureYijun Zuo0Department of Statistics and Probability, Michigan State University, East Lansing, MI 48824, USAThe classical t (or T2 in high dimensions) inference procedure for unknown mean μ:X¯±tα(n−1)Sn/n (or {μ:n(x¯−μ)′S−1(x¯−μ)≤χ(1−α)2(p)}) is so fundamental in statistics and so prevailing in practices; it is regarded as an optimal procedure in the mind of many practitioners. It this manuscript we present a new procedure based on data depth trimming and bootstrapping that can outperform the classical t (or T2 in high dimensions) confidence interval (or region) procedure.http://dx.doi.org/10.1155/2009/373572 |
| spellingShingle | Yijun Zuo Data Depth Trimming Counterpart of the Classical t (or T2) Procedure Journal of Probability and Statistics |
| title | Data Depth Trimming Counterpart of the Classical t (or T2) Procedure |
| title_full | Data Depth Trimming Counterpart of the Classical t (or T2) Procedure |
| title_fullStr | Data Depth Trimming Counterpart of the Classical t (or T2) Procedure |
| title_full_unstemmed | Data Depth Trimming Counterpart of the Classical t (or T2) Procedure |
| title_short | Data Depth Trimming Counterpart of the Classical t (or T2) Procedure |
| title_sort | data depth trimming counterpart of the classical t or t2 procedure |
| url | http://dx.doi.org/10.1155/2009/373572 |
| work_keys_str_mv | AT yijunzuo datadepthtrimmingcounterpartoftheclassicaltort2procedure |