The Weighted Bootstrap: 98 (Lecture Notes in Statistics, 98) - Tapa blanda

Barbe, Philippe

 
9780387944784: The Weighted Bootstrap: 98 (Lecture Notes in Statistics, 98)
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ISBN 10: 0387944788 ISBN 13: 9780387944784
Editorial: Springer, 2013

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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Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
0387944788
ISBN 13 
9780387944784
Encuadernación
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Número de páginas
244
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Alemania

Otras ediciones populares con el mismo título

9781461225331: The Weighted Bootstrap

Edición Destacada

ISBN 10:  1461225337 ISBN 13:  9781461225331
Editorial: Springer, 2011
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