Bootstrap methods and their application:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2009
|
| Ausgabe: | 11. print. |
| Schriftenreihe: | Cambridge series on statistical and probabilistic mathematics
[1] |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | X, 582 Seiten Illustrationen |
| ISBN: | 0521574714 0521573912 9780521573917 9780521574716 |
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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. Davison ; D. V. Hinkley |
| 250 | |a 11. print. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2009 | |
| 300 | |a X, 582 Seiten |b Illustrationen | ||
| 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] | |
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| 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 | |
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Datensatz im Suchindex
| _version_ | 1804143613129523200 |
|---|---|
| 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
Practicáis
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
Practicáis
131
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
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
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
7
Further Topics in Regression
326
7.1
Introduction
326
327
346
353
358
362
374
376
378
385
385
385
415
426
428
432
437
437
438
446
450
466
485
487
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
Practicáis
519
7.2
Generalized Linear Models
7.3
Survival Data
7.4
Other Nonlinear Models
7.5
Misclassification Error
7.6
Nonparametric Regression
7.7
Bibliographic Notes
7.8
Problems
7.9
Practicáis
Complex Dependence
8.1
Introduction
8.2
Time Series
8.3
Point Processes
8.4
Bibliographic Notes
8.5
Problems
8.6
Practicáis
Improved Calculation
9.1
Introduction
9.2
Balanced Bootstraps
9.3
Control Methods
9.4
Importance Resampling
9.5
Saddlepoint Approximation
9.6
Bibliographic Notes
9.7
Problems
9.8
Practicáis
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
Bootstrap methods are computer-intensive methods of statistical analysis that use
Simulation
to calculate standard errors, confidence intervals and significance tests. The methods are
not only in general use by statisticians, but are also applied by quantitative researchers
in the life sciences, medical sciences, social sciences, and business. The methods apply
for any level of modelling, and so can be used for fully parametric, semiparametric, and
completely nonparametric analysis. This book gives a broad and up-to-date coverage of
bootstrap methods with numerous applied examples, together with the underlying general
concepts and basic theory without emphasis on mathematical rigour, developed in a
coherent way with the necessary theoretical basis.
Applications include stratified data; finite populations; censored and missing data; linear,
nonlinear, and smooth regression models; time series and spatial confidence intervals;
material on various diagnostic methods; and methods for efficient computation, including
improved Monte Carlo simulation. Each chapter includes both practical and theoretical
exercises. A valuable supplement is a website of purpose-written S-Plus programs, written
by A. J. Canty, for implementing the methods described in the text.
The emphasis on practicalities, with detailed examples of how to apply the methods, will
make it indispensable to users, teachers and students of statistical methods.
|
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| edition | 11. print. |
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| illustrated | Illustrated |
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| isbn | 0521574714 0521573912 9780521573917 9780521574716 |
| language | English |
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| 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. Davison ; D. V. Hinkley 11. print. Cambridge [u.a.] Cambridge Univ. Press 2009 X, 582 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Cambridge series on statistical and probabilistic mathematics [1] 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 Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020812594&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020812594&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Davison, Anthony C. 1958- Hinkley, David V. Bootstrap methods and their application Cambridge series on statistical and probabilistic mathematics 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. 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-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=020812594&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020812594&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV011442366 |
| work_keys_str_mv | AT davisonanthonyc bootstrapmethodsandtheirapplication AT hinkleydavidv bootstrapmethodsandtheirapplication |