Subsampling

Dimitris N. Politis, Joseph P. Romano, Michael Wolf (Autoren)

Buch | Softcover

348 Seiten

2012 | Softcover reprint of the original 1st ed. 1999
Springer-Verlag New York Inc.
978-1-4612-7190-1 (ISBN)

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Since Efron's profound paper on the bootstrap, an enormous amount of effort has been spent on the development of bootstrap, jacknife, and other resampling methods. The primary goal of these computer-intensive methods has been to provide statistical tools that work in complex situations without imposing unrealistic or unverifiable assumptions about the data generating mechanism. The primary goal of this book is to lay some of the foundation for subsampling methodology and related methods.

I Basic Theory.- 1 Bootstrap Sampling Distributions.- 2 Subsampling in the I.I.D. Case.- 3 Subsampling for Stationary Time Series.- 4 Subsampling for Nonstationary Time Series.- 5 Subsampling for Random Fields.- 6 Subsampling Marked Point Processes.- 7 Confidence Sets for General Parameters.- II Extensions, Practical Issues, and Applications.- 8 Subsampling with Unknown Convergence Rate.- 9 Choice of the Block Size.- 10 Extrapolation, Interpolation, and Higher-Order Accuracy.- 11 Subsampling the Mean with Heavy Tails.- 12 Subsampling the Autoregressive Parameter.- 13 Subsampling Stock Returns.- Appendices.- A Some Results on Mixing.- B A General Central Limit Theorem.- References.- Index of Names.- Index of Subjects.

Reihe/Serie	Springer Series in Statistics
Zusatzinfo	XV, 348 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Subsampling
ISBN-10	1-4612-7190-8 / 1461271908
ISBN-13	978-1-4612-7190-1 / 9781461271901
Zustand	Neuware