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Sinopsis
This monograph presents an account of the asymptotic behaviour of the weighted bootstrap - a new and powerful statistical technique. Researchers and advanced graduate students studying bootstrap methods will find this a valuable technical survey which is thorough and rigorous. The main aim of this book is to answer two questions: How well does the generalized bootstrap work? What are the differences between all the different weighted schemes? Readers are assumed to have already some familiarity with the bootstrap, but otherwise the account is as self-contained as possible. Proofs are presented in detail, though some lengthy calculations are deferred to appendices.
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Reseña del editor
INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n · · LLd. from P and builds the empirical p.m. if one samples Xl ' ... , Xm n n -1 mn · · P T(P ) conditionally on := mn l: i =1 a · ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.
Reseña del editor
This monograph presents an account of the asymptotic behaviour of the weighted bootstrap - a new and powerful statistical technique. Researchers and advanced graduate students studying bootstrap methods will find this a valuable technical survey which is thorough and rigorous. The main aim of this book is to answer two questions: How well does the generalized bootstrap work? What are the differences between all the different weighted schemes? Readers are assumed to have already some familiarity with the bootstrap, but otherwise the account is as self-contained as possible. Proofs are presented in detail, though some lengthy calculations are deferred to appendices.
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- Año de publicación2013
- ISBN 10 0387944788
- ISBN 13 9780387944784
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The weighted bootstrap
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The Weighted Bootstrap
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The Weighted Bootstrap
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl n independen. Nº de ref. del artículo: 5912038
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The Weighted Bootstrap (Lecture Notes in Statistics, 98)
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The Weighted Bootstrap
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n - - LLd. from P and builds the empirical p.m. if one samples Xl ' . , Xm n n -1 mn - - P T(P ) conditionally on := mn l: i =1 a - ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it. 244 pp. Englisch. Nº de ref. del artículo: 9780387944784
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n - - LLd. from P and builds the empirical p.m. if one samples Xl ' . , Xm n n -1 mn - - P T(P ) conditionally on := mn l: i =1 a - ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it. Nº de ref. del artículo: 9780387944784
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The Weighted Bootstrap
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ISBN 10: 0387944788
ISBN 13: 9780387944784
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n ¿ ¿ LLd. from P and builds the empirical p.m. if one samples Xl ' . , Xm n n -1 mn ¿ ¿ P T(P ) conditionally on := mn l: i =1 a ¿ ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 244 pp. Englisch. Nº de ref. del artículo: 9780387944784
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The Weighted Bootstrap
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