Bootstrap methods and their application:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2007
|
| Ausgabe: | 9. print. |
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
[1] |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 582 S. Ill., graph. Darst. |
| ISBN: | 0521574714 9780521574716 0521573912 9780521573917 |
Internformat
MARC
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| 007 | t | ||
| 008 | 090211s2007 ad|| |||| 00||| eng d | ||
| 020 | |a 0521574714 |9 0-521-57471-4 | ||
| 020 | |a 9780521574716 |9 978-0-521-57471-6 | ||
| 020 | |a 0521573912 |9 0-521-57391-2 | ||
| 020 | |a 9780521573917 |9 978-0-521-57391-7 | ||
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| 100 | 1 | |a Davison, Anthony C. |d 1958- |e Verfasser |0 (DE-588)131983458 |4 aut | |
| 245 | 1 | 0 | |a Bootstrap methods and their application |c A. C. Davidson ; D. V. Hinkley |
| 250 | |a 9. print. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2007 | |
| 300 | |a X, 582 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Cambridge series on statistical and probabilistic mathematics |v [1] | |
| 650 | 4 | |a Bootstrap-Statistik | |
| 650 | 0 | 7 | |a Bootstrap-Statistik |0 (DE-588)4139168-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Bootstrap-Statistik |0 (DE-588)4139168-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Hinkley, David V. |e Verfasser |0 (DE-588)123994128 |4 aut | |
| 830 | 0 | |a Cambridge series on statistical and probabilistic mathematics |v [1] |w (DE-604)BV011442366 |9 1 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017111239&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017111239 | ||
Datensatz im Suchindex
| _version_ | 1804138608962043904 |
|---|---|
| adam_text | 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
v¡
Contents
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
Practicáis
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
Practicáis
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
Practicáis
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
Practicáis
321
Contents
vii
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
ч
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
viii Contents
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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| illustrated | Illustrated |
| indexdate | 2024-07-09T21:30:54Z |
| institution | BVB |
| isbn | 0521574714 9780521574716 0521573912 9780521573917 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017111239 |
| oclc_num | 254630173 |
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| owner | DE-355 DE-BY-UBR DE-11 |
| owner_facet | DE-355 DE-BY-UBR DE-11 |
| physical | X, 582 S. Ill., graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| series | Cambridge series on statistical and probabilistic mathematics |
| series2 | Cambridge series on statistical and probabilistic mathematics |
| spelling | Davison, Anthony C. 1958- Verfasser (DE-588)131983458 aut Bootstrap methods and their application A. C. Davidson ; D. V. Hinkley 9. print. Cambridge [u.a.] Cambridge Univ. Press 2007 X, 582 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Cambridge series on statistical and probabilistic mathematics [1] Bootstrap-Statistik 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 Cambridge series on statistical and probabilistic mathematics [1] (DE-604)BV011442366 1 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017111239&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Davison, Anthony C. 1958- Hinkley, David V. Bootstrap methods and their application Cambridge series on statistical and probabilistic mathematics Bootstrap-Statistik Bootstrap-Statistik (DE-588)4139168-8 gnd |
| 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. Davidson ; D. V. Hinkley |
| title_fullStr | Bootstrap methods and their application A. C. Davidson ; D. V. Hinkley |
| title_full_unstemmed | Bootstrap methods and their application A. C. Davidson ; D. V. Hinkley |
| title_short | Bootstrap methods and their application |
| title_sort | bootstrap methods and their application |
| topic | Bootstrap-Statistik Bootstrap-Statistik (DE-588)4139168-8 gnd |
| topic_facet | Bootstrap-Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017111239&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV011442366 |
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