Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150124 | Journal of Statistical Planning and Inference | 2011 | 6 Pages |
Abstract
It is often assumed in statistics that the random variables under consideration come from a continuous distribution. However, real data is always given in a rounded (discretized) form. The rounding errors become serious when the sample size is large. In this paper, we consider the situation where the mesh of discretization tends to zero as the sample size tends to infinity, and give some sets of sufficient conditions under which the rounding errors can be asymptotically ignored, in the context of Z-estimation. It is theoretically proved that the mid-point discretization is preferable.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yoichi Nishiyama,