Bootstrap methods and their application:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2003
|
| Ausgabe: | Repr. with corr. |
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents Inhaltsverzeichnis |
| Beschreibung: | X, 582 S. graph. Darst. |
| ISBN: | 0521573912 0521574714 9780521574716 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804129408703791104 |
|---|---|
| adam_text | Titel: Bootstrap methods and their application
Autor: Davison, Anthony C
Jahr: 2003
Contents
Preface ix
1 Introduction 1
2 The Basic Bootstraps 11
2.1 Introduction 11
2.2 Parametric Simulation 15
2.3 Nonparametric Simulation 22
2.4 Simple Confidence Intervals 27
2.5 Reducing Error 31
2.6 Statistical Issues 37
2.7 Nonparametric Approximations for Variance and Bias 45
2.8 Subsampling Methods 55
2.9 Bibliographic Notes 59
2.10 Problems 60
2.11 Practicals 66
3 Further Ideas 70
3.1 Introduction 70
3.2 Several Samples 71
3.3 Semiparametric Models 77
3.4 Smooth Estimates of F 79
3.5 Censoring 82
3.6 Missing Data 88
3.7 Finite Population Sampling 92
3.8 Hierarchical Data 100
3.9 Bootstrapping the Bootstrap 103
3.10 Bootstrap Diagnostics 113
3.11 Choice of Estimator from the Data 120
3.12 Bibliographic Notes 123
3.13 Problems 126
3.14 Practical 131
4 Tests 136
4.1 Introduction 136
4.2 Resampling for Parametric Tests 140
4.3 Nonparametric Permutation Tests 156
4.4 Nonparametric Bootstrap Tests 161
4.5 Adjusted P-values 175
4.6 Estimating Properties of Tests 180
4.7 Bibliographic Notes 183
4.8 Problems 184
4.9 Practical 187
5 Confidence Intervals 191
5.1 Introduction 191
5.2 Basic Confidence Limit Methods 193
5.3 Percentile Methods 202
5.4 Theoretical Comparison of Methods 211
5.5 Inversion of Significance Tests 220
5.6 Double Bootstrap Methods 223
5.7 Empirical Comparison of Bootstrap Methods 230
5.8 Multiparameter Methods 231
5.9 Conditional Confidence Regions 238
5.10 Prediction 243
5.11 Bibliographic Notes 246
5.12 Problems 247
5.13 Practical 251
6 Linear Regression 256
6.1 Introduction 256
6.2 Least Squares Linear Regression 257
6.3 Multiple Linear Regression 273
6.4 Aggregate Prediction Error and Variable Selection 290
6.5 Robust Regression 307
6.6 Bibliographic Notes 315
6.7 Problems 316
6.8 Practicals 321
7 Further Topics in Regression 326
7.1 Introduction 326
7.2 Generalized Linear Models 327
7.3 Survival Data 346
7.4 Other Nonlinear Models 353
7.5 Misclassification Error 358
7.6 Nonparametric Regression 362
7.7 Bibliographic Notes 374
7.8 Problems 376
7.9 Practicals 378
8 Complex Dependence 385
8.1 Introduction 385
8.2 Time Series 385
8.3 Point Processes 415
8.4 Bibliographic Notes 426
8.5 Problems 428
8.6 Practicals 432
9 Improved Calculation 437
9.1 Introduction 437
9.2 Balanced Bootstraps 438
9.3 Control Methods 446
9.4 Importance Resampling 450
9.5 Saddlepoint Approximation 466
9.6 Bibliographic Notes 485
9.7 Problems 487
9.8 Practicals 494
10 Semiparametric Likelihood Inference 499
10.1 Likelihood 499
10.2 Multinomial-Based Likelihoods 500
10.3 Bootstrap Likelihood 507
10.4 Likelihood Based on Confidence Sets 509
10.5 Bayesian Bootstraps 512
10.6 Bibliographic Notes 514
10.7 Problems 516
10.8 Practicals 519
11 Computer Implementation 522
11.1 Introduction 522
11.2 Basic Bootstraps 525
11.3 Further Ideas 531
11.4 Tests 534
11.5 Confidence Intervals 536
11.6 Linear Regression 537
11.7 Further Topics in Regression 540
11.8 Time Series 543
11.9 Improved Simulation 545
11.10 Semiparametric Likelihoods 549
Appendix A. Cumulant Calculations 551
Bibliography 555
Name Index 568
Example index 572
Subject index 575
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| spelling | Davison, Anthony C. 1958- Verfasser (DE-588)131983458 aut Bootstrap methods and their application A.C. Davison, D.V. Hinkley Repr. with corr. Cambridge Cambridge University Press 2003 X, 582 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Bootstrap (Statistics) Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 s DE-604 Hinkley, David V. Verfasser (DE-588)123994128 aut http://www.loc.gov/catdir/description/cam027/96030064.html Publisher description http://www.loc.gov/catdir/toc/cam027/96030064.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009944986&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
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| subject_GND | (DE-588)4139168-8 |
| title | Bootstrap methods and their application |
| title_auth | Bootstrap methods and their application |
| title_exact_search | Bootstrap methods and their application |
| title_full | Bootstrap methods and their application A.C. Davison, D.V. Hinkley |
| title_fullStr | Bootstrap methods and their application A.C. Davison, D.V. Hinkley |
| title_full_unstemmed | Bootstrap methods and their application A.C. Davison, D.V. Hinkley |
| title_short | Bootstrap methods and their application |
| title_sort | bootstrap methods and their application |
| topic | Bootstrap (Statistics) Bootstrap-Statistik (DE-588)4139168-8 gnd |
| topic_facet | Bootstrap (Statistics) Bootstrap-Statistik |
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