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Bias reduction when data are rounded
Author(s) -
Withers Christopher S.,
Nadarajah Saralees
Publication year - 2015
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/stan.12057
Subject(s) - jackknife resampling , rounding , estimator , univariate , multivariate statistics , mathematics , statistics , cumulant , reduction (mathematics) , data reduction , econometrics , computer science , geometry , operating system
Analytical bias reduction methods are developed for univariate rounded data for the first time. Extensions are given to rounding of multivariate data, and to smooth functionals of several distributions. As a by‐product, we give for the first time the relation between rounded and unrounded multivariate cumulants. Estimators obtained by analytical bias reduction are compared with bootstrap and jackknife estimators by simulation.