Computer intensive statistical methods: validation model selection and bootstrap
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London u.a.
Chapman & Hall
1994
|
| Edition: | 1. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 263 S. graph. Darst. |
| ISBN: | 0412491605 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| 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
|
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| indexdate | 2024-07-09T17:34:36Z |
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| isbn | 0412491605 |
| language | English |
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| publishDate | 1994 |
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| 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 |
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