Buch, Englisch, 354 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1150 g
Buch, Englisch, 354 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1150 g
Reihe: Springer Series in Statistics
ISBN: 978-0-387-94508-8
Verlag: Springer
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1: Principles of Bootstrap Methodology.- 2: Principles of Edgeworth Expansion.- 3: An Edgeworth View of the Bootstrap.- 4: Bootstrap Curve Estimation.- 5: Details of Mathematical Rigour.- Appendix I: Number and Sizes of Atoms of Nonparametric Bootstrap Distribution.- Appendix II: Monte Carlo Simulation.- II.1 Introduction.- II.2 Uniform Resampling.- II.3 Linear Approximation.- II.4 Centring Method.- II.5 Balanced Resampling.- II.6 Antithetic Resampling.- II.7 Importance Resampling.- II.7.1 Introduction.- II.7.2 Concept of Importance Resampling.- II.7.3 Importance Resampling for Approximating Bias, Variance, Skewness, etc.- II.7.4 Importance Resampling for a Distribution Function.- II.8 Quantile Estimation.- Appendix III: Confidence Pictures.- Appendix IV: A Non-Standard Example: Quantite Error Estimation.- IV. 1 Introduction.- IV.2 Definition of the Mean Squared Error Estimate.- IV.3 Convergence Rate of the Mean Squared Error Estimate.- IV.4 Edgeworth Expansions for the Studentized Bootstrap Quantile Estimate.- Appendix V: A Non-Edgeworth View of the Bootstrap.- References.- Author Index.