The jackknife, the bootstrap and other resampling plans:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Soc. for Industrial and Applied Math.
1982 [erschienen] 1986
|
| Ausgabe: | 4. print. |
| Schriftenreihe: | CBMS-NSF regional conference series in applied mathematics
38 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VII, 92 S. |
| ISBN: | 0898711797 |
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Datensatz im Suchindex
| _version_ | 1804136080459431936 |
|---|---|
| adam_text | Contents
Preface vii
Chapter 1 1
INTRODUCTION
Chapter 2 5
THE JACKKNIFE ESTIMATE OF BIAS
2.1. Quenouille s bias estimate 5
2.2 The grouped jackknife 7
2.3. A picture 7
2.4. Aitken acceleration 8
2.5. The law school data 9
2.6. What does BIAS really estimate? 10
Chapter 3 13
THE JACKKNIFE ESTIMATE OF VARIANCE
3.1. The expectation 13
3.2. The unbiased estimate of variance 14
3.3. Trimmed means 14
3.4. The sample median 16
3.5. Ratio estimation 16
3.6. Functions of the expectation 17
3.7. The law school data 17
3.8. Linear regression 18
Chapter 4 21
BIAS OF THE JACKKNIFE VARIANCE ESTIMATE
4.1. ANOVA decomposition of S 22
4.2. Proof of the main result 22
4.3. Influence functions 24
4.4. Quadratic functional 24
4.5. Sample size modification 26
Chapter 5 27
THE BOOTSTRAP
5.1. Monte Carlo evaluation of Sr5 29
5.2. Parametric bootstrap 30
iii
iv CONTENTS
5.3. Smoothed bootstrap 30
5.4. Bootstrap methods for more general problems 31
5.5. The bootstrap estimate of bias 33
5.6. Finite sample spaces 34
5.7. Regression models 35
Chapter 6 37
THE INFINITESIMAL JACKKNIFE, THE DELTA METHOD
AND THE INFLUENCE FUNCTION
6.1. Resampling procedures 37
6.2. Relation between the jackknife and bootstrap estimates of stan¬
dard deviation 39
6.3. Jaeckel s infinitesimal jackknife 39
6.4. Influence function estimates of standard deviation 42
6.5. The delta method 42
6.6. Estimates of bias 44
6.7. More general random variables 45
Chapter 7 49
CROSS VALIDATION, JACKKNIFE AND BOOTSTRAP
7.1. Excess error 49
7.2. Bootstrap estimate of expected excess error 52
7.3. Jackknife approximation to the bootstrap estimate 53
7.4. Cross validation estimate of excess error 54
7.5. Relationship between the cross validation and jackknife estimates 57
7.6. A complicated example 58
Chapter 8 61
BALANCED REPEATED REPLICATIONS (HALF SAMPLING)
8.1. Bootstrap estimate of standard deviation 62
8.2. Half sample estimate of standard deviation 62
8.3. Balanced repeated replications 64
8.4. Complementary balanced half samples 65
8.5. Some possible alternative methods 66
Chapter 9 69
RANDOM SUBSAMPLING
9.1. m estimates 69
9.2. The typical value theorem 70
9.3. Random subsampling 71
9.4. Resampling asymptotics 72
9.5. Random subsampling for other problems 73
CONTENTS v
Chapter 10 75
NONPARAMETRIC CONFIDENCE INTERVALS
10.1 The median 75
10.2. Typical value theorem for the median 76
10.3. Bootstrap theory for the median 77
10.4. The percentile method 78
10.5. Percentile method for the median 80
10.6. Bayesian justification of the percentile method 81
10.7. The bias corrected percentile method 82
10.8. Typical value theory and the percentile method 84
10.9. The percentile method for w estimates 87
10.10. Bootstrap t and tilting 87
References 91
|
| adam_txt |
Contents
Preface vii
Chapter 1 1
INTRODUCTION
Chapter 2 5
THE JACKKNIFE ESTIMATE OF BIAS
2.1. Quenouille's bias estimate 5
2.2 The grouped jackknife 7
2.3. A picture 7
2.4. Aitken acceleration 8
2.5. The law school data 9
2.6. What does BIAS really estimate? 10
Chapter 3 13
THE JACKKNIFE ESTIMATE OF VARIANCE
3.1. The expectation 13
3.2. The unbiased estimate of variance 14
3.3. Trimmed means 14
3.4. The sample median 16
3.5. Ratio estimation 16
3.6. Functions of the expectation 17
3.7. The law school data 17
3.8. Linear regression 18
Chapter 4 21
BIAS OF THE JACKKNIFE VARIANCE ESTIMATE
4.1. ANOVA decomposition of S 22
4.2. Proof of the main result 22
4.3. Influence functions 24
4.4. Quadratic functional 24
4.5. Sample size modification 26
Chapter 5 27
THE BOOTSTRAP
5.1. Monte Carlo evaluation of Sr5 29
5.2. Parametric bootstrap 30
iii
iv CONTENTS
5.3. Smoothed bootstrap 30
5.4. Bootstrap methods for more general problems 31
5.5. The bootstrap estimate of bias 33
5.6. Finite sample spaces 34
5.7. Regression models 35
Chapter 6 37
THE INFINITESIMAL JACKKNIFE, THE DELTA METHOD
AND THE INFLUENCE FUNCTION
6.1. Resampling procedures 37
6.2. Relation between the jackknife and bootstrap estimates of stan¬
dard deviation 39
6.3. Jaeckel's infinitesimal jackknife 39
6.4. Influence function estimates of standard deviation 42
6.5. The delta method 42
6.6. Estimates of bias 44
6.7. More general random variables 45
Chapter 7 49
CROSS VALIDATION, JACKKNIFE AND BOOTSTRAP
7.1. Excess error 49
7.2. Bootstrap estimate of expected excess error 52
7.3. Jackknife approximation to the bootstrap estimate 53
7.4. Cross validation estimate of excess error 54
7.5. Relationship between the cross validation and jackknife estimates 57
7.6. A complicated example 58
Chapter 8 61
BALANCED REPEATED REPLICATIONS (HALF SAMPLING)
8.1. Bootstrap estimate of standard deviation 62
8.2. Half sample estimate of standard deviation 62
8.3. Balanced repeated replications 64
8.4. Complementary balanced half samples 65
8.5. Some possible alternative methods 66
Chapter 9 69
RANDOM SUBSAMPLING
9.1. m estimates 69
9.2. The typical value theorem 70
9.3. Random subsampling 71
9.4. Resampling asymptotics 72
9.5. Random subsampling for other problems 73
CONTENTS v
Chapter 10 75
NONPARAMETRIC CONFIDENCE INTERVALS
10.1 The median 75
10.2. Typical value theorem for the median 76
10.3. Bootstrap theory for the median 77
10.4. The percentile method 78
10.5. Percentile method for the median 80
10.6. Bayesian justification of the percentile method 81
10.7. The bias corrected percentile method 82
10.8. Typical value theory and the percentile method 84
10.9. The percentile method for w estimates 87
10.10. Bootstrap t and tilting 87
References 91 |
| any_adam_object | 1 |
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| author | Efron, Bradley 1938- |
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| author_sort | Efron, Bradley 1938- |
| author_variant | b e be |
| building | Verbundindex |
| bvnumber | BV022105985 |
| classification_rvk | QH 233 SI 196 |
| ctrlnum | (OCoLC)257137257 (DE-599)BVBBV022105985 |
| dewey-full | 519.5/44 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 |
| dewey-search | 519.5/44 |
| dewey-sort | 3519.5 244 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 4. print. |
| format | Book |
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| id | DE-604.BV022105985 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T16:15:30Z |
| indexdate | 2024-07-09T20:50:43Z |
| institution | BVB |
| isbn | 0898711797 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015320860 |
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| owner_facet | DE-706 |
| physical | VII, 92 S. |
| publishDate | 1982 |
| publishDateSearch | 1986 |
| publishDateSort | 1986 |
| publisher | Soc. for Industrial and Applied Math. |
| record_format | marc |
| series | CBMS-NSF regional conference series in applied mathematics |
| series2 | CBMS-NSF regional conference series in applied mathematics |
| spelling | Efron, Bradley 1938- Verfasser (DE-588)142290718 aut The jackknife, the bootstrap and other resampling plans 4. print. Philadelphia, Pa. Soc. for Industrial and Applied Math. 1982 [erschienen] 1986 VII, 92 S. txt rdacontent n rdamedia nc rdacarrier CBMS-NSF regional conference series in applied mathematics 38 Nichtparametrische Statistik (DE-588)4226777-8 gnd rswk-swf Varianz (DE-588)4078739-4 gnd rswk-swf Schätzung (DE-588)4193791-0 gnd rswk-swf Jackknife-Schätzung (DE-588)4385173-3 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Varianzanalyse (DE-588)4187413-4 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift gnd-content Varianz (DE-588)4078739-4 s DE-604 Schätzung (DE-588)4193791-0 s Nichtparametrische Statistik (DE-588)4226777-8 s Varianzanalyse (DE-588)4187413-4 s Bootstrap-Statistik (DE-588)4139168-8 s Jackknife-Schätzung (DE-588)4385173-3 s 2\p DE-604 Nichtparametrische Schätzung (DE-588)4203980-0 s 3\p DE-604 CBMS-NSF regional conference series in applied mathematics 38 (DE-604)BV000016696 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015320860&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
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| title | The jackknife, the bootstrap and other resampling plans |
| title_auth | The jackknife, the bootstrap and other resampling plans |
| title_exact_search | The jackknife, the bootstrap and other resampling plans |
| title_exact_search_txtP | The jackknife, the bootstrap and other resampling plans |
| title_full | The jackknife, the bootstrap and other resampling plans |
| title_fullStr | The jackknife, the bootstrap and other resampling plans |
| title_full_unstemmed | The jackknife, the bootstrap and other resampling plans |
| title_short | The jackknife, the bootstrap and other resampling plans |
| title_sort | the jackknife the bootstrap and other resampling plans |
| topic | Nichtparametrische Statistik (DE-588)4226777-8 gnd Varianz (DE-588)4078739-4 gnd Schätzung (DE-588)4193791-0 gnd Jackknife-Schätzung (DE-588)4385173-3 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Varianzanalyse (DE-588)4187413-4 gnd |
| topic_facet | Nichtparametrische Statistik Varianz Schätzung Jackknife-Schätzung Bootstrap-Statistik Nichtparametrische Schätzung Varianzanalyse Konferenzschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015320860&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000016696 |
| work_keys_str_mv | AT efronbradley thejackknifethebootstrapandotherresamplingplans |