The Weighted Bootstrap:
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Bibliographische Detailangaben
1. Verfasser: Barbe, Philippe (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York, NY Springer New York 1995
Schriftenreihe:Lecture Notes in Statistics 98
Schlagworte:
Online-Zugang:Volltext
Beschreibung:INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n • • LLd. from P and builds the empirical p.m. if one samples Xl ' ... , Xm n n -1 mn • • P T(P ) conditionally on := mn l: i =1 a • ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it
Beschreibung:1 Online-Ressource (VIII, 230p)
ISBN:9781461225324
9780387944784
ISSN:0930-0325
DOI:10.1007/978-1-4612-2532-4

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