Buch, Englisch, 348 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1530 g
Buch, Englisch, 348 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1530 g
Reihe: Springer Series in Statistics
ISBN: 978-0-387-98854-2
Verlag: Springer
Since Efron's profound paper on the bootstrap, an enormous amount of effort has been spent on the development of bootstrap, jacknife, and other resampling methods. The primary goal of these computer-intensive methods has been to provide statistical tools that work in complex situations without imposing unrealistic or unverifiable assumptions about the data generating mechanism. The primary goal of this book is to lay some of the foundation for subsampling methodology and related methods.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Agrarwissenschaften Agrarwissenschaften
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
Weitere Infos & Material
I Basic Theory.- 1 Bootstrap Sampling Distributions.- 2 Subsampling in the I.I.D. Case.- 3 Subsampling for Stationary Time Series.- 4 Subsampling for Nonstationary Time Series.- 5 Subsampling for Random Fields.- 6 Subsampling Marked Point Processes.- 7 Confidence Sets for General Parameters.- II Extensions, Practical Issues, and Applications.- 8 Subsampling with Unknown Convergence Rate.- 9 Choice of the Block Size.- 10 Extrapolation, Interpolation, and Higher-Order Accuracy.- 11 Subsampling the Mean with Heavy Tails.- 12 Subsampling the Autoregressive Parameter.- 13 Subsampling Stock Returns.- Appendices.- A Some Results on Mixing.- B A General Central Limit Theorem.- References.- Index of Names.- Index of Subjects.
