When Does Bootstrap Work?: Asymptotic Results and Simulations
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1992
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Schriftenreihe: | Lecture Notes in Statistics
77 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | In these notes some results are presented for the asymptotic behavior of the bootstrap procedure. Bootstrap is a procedure for estimating (approximating) the distribution of a statistic. It is based on resampling and simulations. It was been introduced in Efron (1979) and in the last decade it has been discussed for a wide variety of statistical problems. Introductory are the articles Efron and Gong (1983) and Efron and Tibshirani (1986) and the book Helmers (1991b). Many applications of bootstrap are discussed in Efron (1982). Survey articles are Beran (1984b), Hinkley (1988), and Diciccio and Romano (1988a). For many classical decision problems (testing and estimation problems, prediction, construction of confidence regions) bootstrap has been compared with classical approximations based on mathematical limit theorems and expansions (for instance normal approximations, empirical Edgeworth expansions) (see for instance Bretagnolle (1983) and Beran (1982, 1984a, 1987, 1988), Abramovitch and Singh (1985), and Hall (1986a, 1988) ). An asymptotic treatment of bootstrap is contained in the book Beran and Ducharme (1991). A detailed analysis of bootstrap based on higher order Edgeworth expansions has been carried out in the book Hall (1992). Recent publications on bootstrap can also be found in the conference volumes LePage and Billard (1992) and Joeckel, Rothe, and Sendler (1992). We will consider the application of bootstrap in three contexts : estimation of smooth functionals, nonparametric curve estimation, and linear models. We do not attempt a complete description of bootstrap in these areas |
Beschreibung: | 1 Online-Ressource (VI, 201 p) |
ISBN: | 9781461229506 9780387978673 |
ISSN: | 0930-0325 |
DOI: | 10.1007/978-1-4612-2950-6 |
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spelling | Mammen, Enno Verfasser aut When Does Bootstrap Work? Asymptotic Results and Simulations by Enno Mammen New York, NY Springer New York 1992 1 Online-Ressource (VI, 201 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 77 0930-0325 In these notes some results are presented for the asymptotic behavior of the bootstrap procedure. Bootstrap is a procedure for estimating (approximating) the distribution of a statistic. It is based on resampling and simulations. It was been introduced in Efron (1979) and in the last decade it has been discussed for a wide variety of statistical problems. Introductory are the articles Efron and Gong (1983) and Efron and Tibshirani (1986) and the book Helmers (1991b). Many applications of bootstrap are discussed in Efron (1982). Survey articles are Beran (1984b), Hinkley (1988), and Diciccio and Romano (1988a). For many classical decision problems (testing and estimation problems, prediction, construction of confidence regions) bootstrap has been compared with classical approximations based on mathematical limit theorems and expansions (for instance normal approximations, empirical Edgeworth expansions) (see for instance Bretagnolle (1983) and Beran (1982, 1984a, 1987, 1988), Abramovitch and Singh (1985), and Hall (1986a, 1988) ). An asymptotic treatment of bootstrap is contained in the book Beran and Ducharme (1991). A detailed analysis of bootstrap based on higher order Edgeworth expansions has been carried out in the book Hall (1992). Recent publications on bootstrap can also be found in the conference volumes LePage and Billard (1992) and Joeckel, Rothe, and Sendler (1992). We will consider the application of bootstrap in three contexts : estimation of smooth functionals, nonparametric curve estimation, and linear models. We do not attempt a complete description of bootstrap in these areas Mathematics Mathematics, general Mathematik Statistik (DE-588)4056995-0 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Asymptotische Methode (DE-588)4287476-2 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 gnd rswk-swf Asymptotik (DE-588)4126634-1 gnd rswk-swf Bootstrap-Statistik (DE-588)4139168-8 s Asymptotik (DE-588)4126634-1 s 1\p DE-604 Asymptotische Methode (DE-588)4287476-2 s 2\p DE-604 Schätztheorie (DE-588)4121608-8 s 3\p DE-604 Statistik (DE-588)4056995-0 s 4\p DE-604 https://doi.org/10.1007/978-1-4612-2950-6 Verlag Volltext 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 |
spellingShingle | Mammen, Enno When Does Bootstrap Work? Asymptotic Results and Simulations Mathematics Mathematics, general Mathematik Statistik (DE-588)4056995-0 gnd Schätztheorie (DE-588)4121608-8 gnd Asymptotische Methode (DE-588)4287476-2 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Asymptotik (DE-588)4126634-1 gnd |
subject_GND | (DE-588)4056995-0 (DE-588)4121608-8 (DE-588)4287476-2 (DE-588)4139168-8 (DE-588)4126634-1 |
title | When Does Bootstrap Work? Asymptotic Results and Simulations |
title_auth | When Does Bootstrap Work? Asymptotic Results and Simulations |
title_exact_search | When Does Bootstrap Work? Asymptotic Results and Simulations |
title_full | When Does Bootstrap Work? Asymptotic Results and Simulations by Enno Mammen |
title_fullStr | When Does Bootstrap Work? Asymptotic Results and Simulations by Enno Mammen |
title_full_unstemmed | When Does Bootstrap Work? Asymptotic Results and Simulations by Enno Mammen |
title_short | When Does Bootstrap Work? |
title_sort | when does bootstrap work asymptotic results and simulations |
title_sub | Asymptotic Results and Simulations |
topic | Mathematics Mathematics, general Mathematik Statistik (DE-588)4056995-0 gnd Schätztheorie (DE-588)4121608-8 gnd Asymptotische Methode (DE-588)4287476-2 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Asymptotik (DE-588)4126634-1 gnd |
topic_facet | Mathematics Mathematics, general Mathematik Statistik Schätztheorie Asymptotische Methode Bootstrap-Statistik Asymptotik |
url | https://doi.org/10.1007/978-1-4612-2950-6 |
work_keys_str_mv | AT mammenenno whendoesbootstrapworkasymptoticresultsandsimulations |