Replicate Idstograms
نویسنده
چکیده
The "replicate histogram" is introduced as a simple diagnostic tool for describing the sampling distribution of a general statistic. It can be applied to virtually any statistic that has an asymptotic distribution, and, the data on which the statistic is computed may be serially or spatially dependent. The method is completely sample-based, requiring no theoretical analysis by the user, no knowledge of the proper standardization for the statistic, and no specification of the underlying dependence mechanism generating the data. The replicate histogram warns the user of non-normal sampling distributions, and also indicates the type of departure from normality (e.g., skewness, peakedness). In the case of spatially dependent data, the statistic may be computed on observations from irregularly shaped index-sets. Large-sample validity of the replicate histogram is established via strong consistency results, which are proved under mild conditions for both the time-series and random field cases. Examples are presented illustrating the diagnostic power of the replicate histogram for time-series and spatial data-sets. Research" supported by National Science Foundation Grants DM8-8902973 and DM8-9205881.
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