Mathematics Research Institute

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The advantage of studentization for the accuracy of resampling statistics

Arnold Janssen (Heinrich-Heine-Universität Düsseldorf, Alemania)

Fecha: 22/01/2013 12:00
Lugar: Sala de Grados I (planta baja) de la Facultad de Ciencias
Grupo: GIR Probabilidad y Estadística Matemática

It is commonly known that the use of studentized statistics can improve the quality of the bootstrap approximation. In this talk general resampling statistics including permutation statistics and permutation tests are discussed. The underlying models include heteroscedastic models. The results are used to study the quality of general resampling tests.