Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorPolitis, Dimitris N. author
TitleSubsampling [electronic resource] / by Dimitris N. Politis, Joseph P. Romano, Michael Wolf
ImprintNew York, NY : Springer New York : Imprint: Springer, 1999
Connect tohttp://dx.doi.org/10.1007/978-1-4612-1554-7
Descript XV, 348 p. online resource

SUMMARY

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


CONTENT

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


Statistics Statistics Statistical Theory and Methods



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram