JSM 2004 - Toronto

Abstract #302055

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Activity Number: 271
Type: Contributed
Date/Time: Tuesday, August 10, 2004 : 2:00 PM to 3:50 PM
Sponsor: General Methodology
Abstract - #302055
Title: On the Density of the Solution to a Random System of Equations
Author(s): Anthony Almudevar*+
Companies: University of Rochester
Address: Dept. of Biostatistics and Computational Biology, Rochester, NY, 14642,
Keywords: density approximation ; small sample asymptotics
Abstract:

A general form of the density $f$ of the solution \hat{\theta} to a random system of equations \Psi(X,\theta) = 0 was derived by Skovgaard (1990), Jensen and Wood (1998) and Almudevar, Robinson and Field (2000). I will discuss a general method of obtaining higher-order approximations of f suggested by these results.


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Revised March 2004