Random weighting estimation of sampling distributions via importance resampling

DOI10.1080/03610918.2014.977915zbMath1361.62021OpenAlexW2408149765MaRDI QIDQ2965601

Chengfan Gu, Yongmin Zhong, Bingbing Gao, Shesheng Gao

Publication date: 3 March 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.977915

zbMATH Keywords

importance resamplingsampling distributionrandom weighting estimationcross-entropy procedure

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Random weighting-based quantile estimation via importance resampling ⋮ Adaptively random weighted cubature Kalman filter for nonlinear systems

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