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Convergence rate estimation through subsampling

Title:

Convergence rate estimation through subsampling

Popadiuk, Paul (2004) Convergence rate estimation through subsampling. Masters thesis, Concordia University.

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Abstract

This thesis presents an investigation into the estimator for the rate of convergence of a sequence of distribution functions given by Bertail, Politis and Romano (1999, Annals of Statistics ). The motivation behind the estimator is outlined in detail and subsequently a simulation is carried out in order to validate the results in the above paper. It is brought out through the simulation results that the constants involved in subsampling has to be chosen with care as subsample size affects the results wildly. In order to understand the disparity between the published results and our initial simulation results, the estimator was deconstructed and the results were reinterpreted. The basic reason for disparity is found in the fact that subsample sizes must be much smaller than the size of the sample from which the estimator is constructed, a fact not apparent in the original paper.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:Popadiuk, Paul
Pagination:v, 31 leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:M. Sc.
Program:Mathematics
Date:2004
Thesis Supervisor(s):Chaubey, Y. P and Canty, A
Identification Number:QA 295 P66 2004
ID Code:8191
Deposited By: Concordia University Library
Deposited On:18 Aug 2011 18:17
Last Modified:13 Jul 2020 20:03
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