The jackknife, the bootstrap and other resampling plans:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Philadelphia, Pa.
Society for industrial and applied mathematics
1990
|
| Ausgabe: | 5. print. |
| Schriftenreihe: | Regional conference series in applied mathematics
38 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VII, 92 S. graph. Darst. |
| ISBN: | 0898711797 |
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| 245 | 1 | 0 | |a The jackknife, the bootstrap and other resampling plans |c Bradley Efron |
| 250 | |a 5. print. | ||
| 264 | 1 | |a Philadelphia, Pa. |b Society for industrial and applied mathematics |c 1990 | |
| 300 | |a VII, 92 S. |b graph. Darst. | ||
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| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Regional conference series in applied mathematics |v 38 | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Error analysis (Mathematics) | |
| 650 | 4 | |a Jackknife (Statistics) | |
| 650 | 4 | |a Bootstrap (Statistics) | |
| 650 | 4 | |a Resampling (Statistics) | |
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Datensatz im Suchindex
| _version_ | 1804138211667083264 |
|---|---|
| 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 0 22
4.2. Proof of the main result 22
4.3. Influence functions 24
4.4. Quadratic functionals 24
4.5. Sample size modification 26
Chapter 5 27
THE BOOTSTRAP _
5.1. Monte Carlo evaluation of SD 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 m-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 0 22
4.2. Proof of the main result 22
4.3. Influence functions 24
4.4. Quadratic functionals 24
4.5. Sample size modification 26
Chapter 5 27
THE BOOTSTRAP _
5.1. Monte Carlo evaluation of SD 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 m-estimates 87
10.10. Bootstrap t and tilting 87
References 91 |
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| author | Efron, Bradley 1938- |
| author_GND | (DE-588)142290718 |
| author_facet | Efron, Bradley 1938- |
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| author_variant | b e be |
| building | Verbundindex |
| bvnumber | BV023563190 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276.8.E375 1982 |
| callnumber-search | QA276.8.E375 1982 |
| callnumber-sort | QA 3276.8 E375 41982 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 233 SD 1980 SI 196 |
| ctrlnum | (OCoLC)256789231 (DE-599)BVBBV023563190 |
| dewey-full | 519.5/4419 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 19 |
| dewey-search | 519.5/44 19 |
| dewey-sort | 3519.5 244 219 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| edition | 5. print. |
| format | Book |
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| id | DE-604.BV023563190 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:38:14Z |
| indexdate | 2024-07-09T21:24:35Z |
| institution | BVB |
| isbn | 0898711797 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016879465 |
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| physical | VII, 92 S. graph. Darst. |
| publishDate | 1990 |
| publishDateSearch | 1990 |
| publishDateSort | 1990 |
| publisher | Society for industrial and applied mathematics |
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| series | Regional conference series in applied mathematics |
| series2 | Regional conference series in applied mathematics |
| spelling | Efron, Bradley 1938- Verfasser (DE-588)142290718 aut The jackknife, the bootstrap and other resampling plans Bradley Efron 5. print. Philadelphia, Pa. Society for industrial and applied mathematics 1990 VII, 92 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Regional conference series in applied mathematics 38 Estimation theory Error analysis (Mathematics) Jackknife (Statistics) Bootstrap (Statistics) Resampling (Statistics) Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Schätzung (DE-588)4193791-0 gnd rswk-swf Varianz (DE-588)4078739-4 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Nichtparametrische Statistik (DE-588)4226777-8 gnd rswk-swf Varianzanalyse (DE-588)4187413-4 gnd rswk-swf Jackknife-Schätzung (DE-588)4385173-3 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Varianzanalyse (DE-588)4187413-4 s Bootstrap-Statistik (DE-588)4139168-8 s Jackknife-Schätzung (DE-588)4385173-3 s 1\p DE-604 Nichtparametrische Schätzung (DE-588)4203980-0 s 2\p DE-604 Varianz (DE-588)4078739-4 s 3\p DE-604 Nichtparametrische Statistik (DE-588)4226777-8 s 4\p DE-604 Schätzung (DE-588)4193791-0 s 5\p DE-604 Regional conference series in applied mathematics 38 (DE-604)BV023546605 38 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016879465&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 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Efron, Bradley 1938- The jackknife, the bootstrap and other resampling plans Regional conference series in applied mathematics Estimation theory Error analysis (Mathematics) Jackknife (Statistics) Bootstrap (Statistics) Resampling (Statistics) Nichtparametrische Schätzung (DE-588)4203980-0 gnd Schätzung (DE-588)4193791-0 gnd Varianz (DE-588)4078739-4 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Nichtparametrische Statistik (DE-588)4226777-8 gnd Varianzanalyse (DE-588)4187413-4 gnd Jackknife-Schätzung (DE-588)4385173-3 gnd |
| subject_GND | (DE-588)4203980-0 (DE-588)4193791-0 (DE-588)4078739-4 (DE-588)4139168-8 (DE-588)4226777-8 (DE-588)4187413-4 (DE-588)4385173-3 (DE-588)1071861417 |
| 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 Bradley Efron |
| title_fullStr | The jackknife, the bootstrap and other resampling plans Bradley Efron |
| title_full_unstemmed | The jackknife, the bootstrap and other resampling plans Bradley Efron |
| title_short | The jackknife, the bootstrap and other resampling plans |
| title_sort | the jackknife the bootstrap and other resampling plans |
| topic | Estimation theory Error analysis (Mathematics) Jackknife (Statistics) Bootstrap (Statistics) Resampling (Statistics) Nichtparametrische Schätzung (DE-588)4203980-0 gnd Schätzung (DE-588)4193791-0 gnd Varianz (DE-588)4078739-4 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Nichtparametrische Statistik (DE-588)4226777-8 gnd Varianzanalyse (DE-588)4187413-4 gnd Jackknife-Schätzung (DE-588)4385173-3 gnd |
| topic_facet | Estimation theory Error analysis (Mathematics) Jackknife (Statistics) Bootstrap (Statistics) Resampling (Statistics) Nichtparametrische Schätzung Schätzung Varianz Bootstrap-Statistik Nichtparametrische Statistik Varianzanalyse Jackknife-Schätzung Konferenzschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016879465&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV023546605 |
| work_keys_str_mv | AT efronbradley thejackknifethebootstrapandotherresamplingplans |