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On exactness and unbiasedness of confidence bands for a continuous distribution function

✍ Scribed by XiaoBo Ding; XingZhong Xu; Shuran Zhao

Book ID
107348267
Publisher
SP Science China Press
Year
2010
Tongue
English
Weight
236 KB
Volume
53
Category
Article
ISSN
1674-7283

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In the problems of invariant distribution and density estimation of an ergodic di usion process, the asymptotic variances of many estimators can be represented as some mathematical expectations with respect to the invariant law. Therefore, the construction of the conΓΏdence intervals requires the est