Computer intensive statistical methods: validation model selection and bootstrap
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London u.a.
Chapman & Hall
1994
|
| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 263 S. graph. Darst. |
| ISBN: | 0412491605 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV009300608 | ||
| 003 | DE-604 | ||
| 005 | 20000901 | ||
| 007 | t | ||
| 008 | 940406s1994 xxkd||| |||| 00||| eng d | ||
| 020 | |a 0412491605 |9 0-412-49160-5 | ||
| 035 | |a (OCoLC)29634674 | ||
| 035 | |a (DE-599)BVBBV009300608 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxk |c XA-GB | ||
| 049 | |a DE-N2 |a DE-19 |a DE-384 |a DE-945 |a DE-703 |a DE-20 |a DE-521 |a DE-83 |a DE-11 |a DE-188 |a DE-578 | ||
| 050 | 0 | |a QA276.4.H56 1994 | |
| 082 | 0 | |a 519.5/0285 |2 20 | |
| 082 | 0 | |a 519.5/0285 20 | |
| 084 | |a QH 230 |0 (DE-625)141545: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 084 | |a SK 840 |0 (DE-625)143261: |2 rvk | ||
| 084 | |a SK 850 |0 (DE-625)143263: |2 rvk | ||
| 084 | |a MAT 620f |2 stub | ||
| 084 | |a DAT 532f |2 stub | ||
| 100 | 1 | |a Hjorth, Urban |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Computer intensive statistical methods |b validation model selection and bootstrap |c J. S. Urban Hjorth |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a London u.a. |b Chapman & Hall |c 1994 | |
| 300 | |a X, 263 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Bootstrap (statistiek) |2 gtt | |
| 650 | 7 | |a FORTRAN |2 gtt | |
| 650 | 7 | |a Statistiek |2 gtt | |
| 650 | 7 | |a Statistique mathématique |2 ram | |
| 650 | 7 | |a application statistique |2 inriac | |
| 650 | 7 | |a statistique |2 inriac | |
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Mathematical statistics |x Data processing | |
| 650 | 0 | 7 | |a Bootstrap-Statistik |0 (DE-588)4139168-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Datenverarbeitung |0 (DE-588)4011152-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Bootstrap-Statistik |0 (DE-588)4139168-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Statistik |0 (DE-588)4056995-0 |D s |
| 689 | 1 | 1 | |a Datenverarbeitung |0 (DE-588)4011152-0 |D s |
| 689 | 1 | |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006189308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006189308 | ||
Datensatz im Suchindex
| _version_ | 1804123742344839168 |
|---|---|
| adam_text | Contents
Preface ix
1 Prelude 1
1.1 Background 1
1.2 About models 3
1.2.1 Notation 5
1.2.2 Some model examples 6
2 Computer intensive philosophy 12
2.1 Sources of error 14
2.2 Model selection uncertainty 15
3 Cross validation 24
3.1 Introduction 24
3.2 Cross validation as an estimation method 28
3.3 Selection of variables in multiple regression 30
3.4 A theoretical difficulty and a deeper look at
the model selection measure 34
3.5 Validation of model size 38
3.6 Cross Model Validation 40
3.6.1 Flow chart of Cross Model Validation
for independent observations 42
3.6.2 Rationalizations 43
3.7 Some alternative selection criteria 45
3.8 A critical look at validation 47
3.9 A meteorological data set 49
3.10 CMV FORTRAN code 50
3.11 Exercises 54
viii CONTENTS
6.7.8 Model selection and resampling 200
6.8 Bootstrap realizations of a stationary process 204
6.8.1 Residual resampling 205
6.8.2 Spectral resampling 207
6.9 Exercises 214
7 Computer intensive applications 215
7.1 Validation and bootstrap in road safety
analysis 215
7.1.1 The single crossing 215
7.1.2 Several crossings 217
7.1.3 Estimating the uncertainty of 219
7.2 Forward validation on the stock market 221
7.3 Model selection and validation in meteorology 230
7.3.1 Covariance and linear prediction 230
7.3.2 Validation 232
7.3.3 Illustration of results 233
7.3.4 Validating the need of data 236
7.3.5 Validation of rain probability forecasts 238
7.4 Bootstrapping a cost function 241
7.4.1 The replacement problem 241
7.4.2 Estimation 243
7.4.3 Bootstrap resampling 244
7.4.4 Appendix: A continuous empirical
survival function 248
7.5 A backbone bootstrap 250
7.5.1 Resampling procedure 252
References 254
Index 260
|
| any_adam_object | 1 |
| author | Hjorth, Urban |
| author_facet | Hjorth, Urban |
| author_role | aut |
| author_sort | Hjorth, Urban |
| author_variant | u h uh |
| building | Verbundindex |
| bvnumber | BV009300608 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276.4.H56 1994 |
| callnumber-search | QA276.4.H56 1994 |
| callnumber-sort | QA 3276.4 H56 41994 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 230 SK 830 SK 840 SK 850 |
| classification_tum | MAT 620f DAT 532f |
| ctrlnum | (OCoLC)29634674 (DE-599)BVBBV009300608 |
| dewey-full | 519.5/0285 519.5/028520 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/0285 519.5/0285 20 |
| dewey-search | 519.5/0285 519.5/0285 20 |
| dewey-sort | 3519.5 3285 |
| dewey-tens | 510 - Mathematics |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02219nam a2200601 c 4500</leader><controlfield tag="001">BV009300608</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20000901 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">940406s1994 xxkd||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0412491605</subfield><subfield code="9">0-412-49160-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)29634674</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009300608</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxk</subfield><subfield code="c">XA-GB</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-N2</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-578</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276.4.H56 1994</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/0285</subfield><subfield code="2">20</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/0285 20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 230</subfield><subfield code="0">(DE-625)141545:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 830</subfield><subfield code="0">(DE-625)143259:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 840</subfield><subfield code="0">(DE-625)143261:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 850</subfield><subfield code="0">(DE-625)143263:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 620f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">DAT 532f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hjorth, Urban</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Computer intensive statistical methods</subfield><subfield code="b">validation model selection and bootstrap</subfield><subfield code="c">J. S. Urban Hjorth</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London u.a.</subfield><subfield code="b">Chapman & Hall</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 263 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Bootstrap (statistiek)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">FORTRAN</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistiek</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistique mathématique</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">application statistique</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">statistique</subfield><subfield code="2">inriac</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Datenverarbeitung</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics</subfield><subfield code="x">Data processing</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bootstrap-Statistik</subfield><subfield code="0">(DE-588)4139168-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistik</subfield><subfield code="0">(DE-588)4056995-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Datenverarbeitung</subfield><subfield code="0">(DE-588)4011152-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Bootstrap-Statistik</subfield><subfield code="0">(DE-588)4139168-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Statistik</subfield><subfield code="0">(DE-588)4056995-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Datenverarbeitung</subfield><subfield code="0">(DE-588)4011152-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006189308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006189308</subfield></datafield></record></collection> |
| id | DE-604.BV009300608 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:34:36Z |
| institution | BVB |
| isbn | 0412491605 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006189308 |
| oclc_num | 29634674 |
| open_access_boolean | |
| owner | DE-N2 DE-19 DE-BY-UBM DE-384 DE-945 DE-703 DE-20 DE-521 DE-83 DE-11 DE-188 DE-578 |
| owner_facet | DE-N2 DE-19 DE-BY-UBM DE-384 DE-945 DE-703 DE-20 DE-521 DE-83 DE-11 DE-188 DE-578 |
| physical | X, 263 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Chapman & Hall |
| record_format | marc |
| spelling | Hjorth, Urban Verfasser aut Computer intensive statistical methods validation model selection and bootstrap J. S. Urban Hjorth 1. ed. London u.a. Chapman & Hall 1994 X, 263 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bootstrap (statistiek) gtt FORTRAN gtt Statistiek gtt Statistique mathématique ram application statistique inriac statistique inriac Datenverarbeitung Statistik Mathematical statistics Data processing Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Datenverarbeitung (DE-588)4011152-0 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 s DE-604 Statistik (DE-588)4056995-0 s Datenverarbeitung (DE-588)4011152-0 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006189308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hjorth, Urban Computer intensive statistical methods validation model selection and bootstrap Bootstrap (statistiek) gtt FORTRAN gtt Statistiek gtt Statistique mathématique ram application statistique inriac statistique inriac Datenverarbeitung Statistik Mathematical statistics Data processing Bootstrap-Statistik (DE-588)4139168-8 gnd Statistik (DE-588)4056995-0 gnd Datenverarbeitung (DE-588)4011152-0 gnd |
| subject_GND | (DE-588)4139168-8 (DE-588)4056995-0 (DE-588)4011152-0 |
| title | Computer intensive statistical methods validation model selection and bootstrap |
| title_auth | Computer intensive statistical methods validation model selection and bootstrap |
| title_exact_search | Computer intensive statistical methods validation model selection and bootstrap |
| title_full | Computer intensive statistical methods validation model selection and bootstrap J. S. Urban Hjorth |
| title_fullStr | Computer intensive statistical methods validation model selection and bootstrap J. S. Urban Hjorth |
| title_full_unstemmed | Computer intensive statistical methods validation model selection and bootstrap J. S. Urban Hjorth |
| title_short | Computer intensive statistical methods |
| title_sort | computer intensive statistical methods validation model selection and bootstrap |
| title_sub | validation model selection and bootstrap |
| topic | Bootstrap (statistiek) gtt FORTRAN gtt Statistiek gtt Statistique mathématique ram application statistique inriac statistique inriac Datenverarbeitung Statistik Mathematical statistics Data processing Bootstrap-Statistik (DE-588)4139168-8 gnd Statistik (DE-588)4056995-0 gnd Datenverarbeitung (DE-588)4011152-0 gnd |
| topic_facet | Bootstrap (statistiek) FORTRAN Statistiek Statistique mathématique application statistique statistique Datenverarbeitung Statistik Mathematical statistics Data processing Bootstrap-Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006189308&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT hjorthurban computerintensivestatisticalmethodsvalidationmodelselectionandbootstrap |