Author | Hall, Peter. author |
---|---|
Title | The Bootstrap and Edgeworth Expansion [electronic resource] / by Peter Hall |
Imprint | New York, NY : Springer New York : Imprint: Springer, 1992 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-4384-7 |
Descript | XIV, 354 p. online resource |
1: Principles of Bootstrap Methodology -- 2: Principles of Edgeworth Expansion -- 3: An Edgeworth View of the Bootstrap -- 4: Bootstrap Curve Estimation -- 5: Details of Mathematical Rigour -- Appendix I: Number and Sizes of Atoms of Nonparametric Bootstrap Distribution -- Appendix II: Monte Carlo Simulation -- II.1 Introduction -- II.2 Uniform Resampling -- II.3 Linear Approximation -- II.4 Centring Method -- II.5 Balanced Resampling -- II.6 Antithetic Resampling -- II.7 Importance Resampling -- II.7.1 Introduction -- II.7.2 Concept of Importance Resampling -- II.7.3 Importance Resampling for Approximating Bias, Variance, Skewness, etc. -- II.7.4 Importance Resampling for a Distribution Function -- II.8 Quantile Estimation -- Appendix III: Confidence Pictures -- Appendix IV: A Non-Standard Example: Quantite Error Estimation -- IV. 1 Introduction -- IV.2 Definition of the Mean Squared Error Estimate -- IV.3 Convergence Rate of the Mean Squared Error Estimate -- IV.4 Edgeworth Expansions for the Studentized Bootstrap Quantile Estimate -- Appendix V: A Non-Edgeworth View of the Bootstrap -- References -- Author Index