Jinfang Wang

Numerical methods for nonlinear estimating equations

Introduction Estimating functions Numerical algorithms Working with roots Methodologies for root selection Artificial likelihoods and estimating functions Root selection and dynamical systems Bayesian estimating functions Bibliography Index

Testing the Equality of Multivariate Distributions Using the Bootstrap and Integrated Empirical Processes

We introduce some projected integrated empirical processes for testing the equality of two multivariate distributions. The bootstrap is used for determining the approximate critical values. We show that the bootstrap test is consistent. A number-theoretic method is used for efficient computation of the bootstrap critical values. Some simulation results are also given.

Statistical Disclosure Control Based on Random Uncertainty Intervals

In this paper we propose a statistical framework for controlling the risk in disclosing public micro-data. The idea is to replace the micro-data by controllable quasi-data represented as uncertainty intervals. An uncertainty interval is an interval covering a genuine datum with specified probability. We also discuss statistical inferences based on random intervals. Problems discussed include point and interval estimation of the mean, two-sample tests and density estimations.