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An asymptotics look at the generalized inference

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  • Xiong, Shifeng

Abstract

This paper provides an asymptotics look at the generalized inference through showing connections between the generalized inference and two widely used asymptotic methods, the bootstrap and plug-in method. A generalized bootstrap method and a generalized plug-in method are introduced. The generalized bootstrap method can not only be used to prove asymptotic frequentist properties of existing generalized confidence regions through viewing fiducial generalized pivotal quantities as generalized bootstrap variables, but also yield new confidence regions for the situations where the generalized inference is unavailable. Some examples are presented to illustrate the method. In addition, the generalized F-test (Weerahandi, 1995 [26]) can be derived by the generalized plug-in method, then its asymptotic validity is obtained.

Suggested Citation

  • Xiong, Shifeng, 2011. "An asymptotics look at the generalized inference," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 336-348, February.
    • Handle: RePEc:eee:jmvana:v:102:y:2011:i:2:p:336-348
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    References listed on IDEAS

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    1. Xiong, Shifeng & Li, Guoying, 2008. "Some results on the convergence of conditional distributions," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3249-3253, December.
    2. Jan Hannig & Thomas C. M. Lee, 2009. "Generalized fiducial inference for wavelet regression," Biometrika, Biometrika Trust, vol. 96(4), pages 847-860.
    3. Hannig, Jan & Iyer, Hari & Patterson, Paul, 2006. "Fiducial Generalized Confidence Intervals," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 254-269, March.
    4. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
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    Cited by:

    1. Baccini, A. & Barabesi, L. & Marcheselli, M. & Pratelli, L., 2012. "Statistical inference on the h-index with an application to top-scientist performance," Journal of Informetrics, Elsevier, vol. 6(4), pages 721-728.

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