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Bücher Englische Bücher The Jackknife and Bootstrap
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The Jackknife and Bootstrap
Jun Shao, Dongsheng Tu (Broschiert, Englisch)
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Beschreibung
The jackknife and bootstrap are the most popular data-resampling meth ods used in statistical analysis. The resampling methods replace theoreti cal derivations required in applying traditional methods (such as substitu tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples. Because of the availability of inexpensive and… fast computing, these computer-intensive methods have caught on very rapidly in recent years and are particularly appreciated by applied statisticians. The primary aims of this book are (1) to provide a systematic introduction to the theory of the jackknife, the bootstrap, and other resampling methods developed in the last twenty years; (2) to provide a guide for applied statisticians: practitioners often use (or misuse) the resampling methods in situations where no theoretical confirmation has been made; and (3) to stimulate the use of the jackknife and bootstrap and further devel opments of the resampling methods. The theoretical properties of the jackknife and bootstrap methods are studied in this book in an asymptotic framework. Theorems are illustrated by examples. Finite sample properties of the jackknife and bootstrap are mostly investigated by examples and/or empirical simulation studies. In addition to the theory for the jackknife and bootstrap methods in problems with independent and identically distributed (Li.d.) data, we try to cover, as much as we can, the applications of the jackknife and bootstrap in various complicated non-Li.d. data problems. 374,49 €
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Technische Daten
Erscheinungsdatum
04.10.2012
Sprache
Englisch
EAN
9781461269038
Herausgeber
Springer US
Serien- oder Bandtitel
Springer Series in Statistics
Sonderedition
Nein
Autor
Jun Shao, Dongsheng Tu
Seitenanzahl
517
Einbandart
Broschiert
Schlagwörter
Bootstrapping, Covariance matrix, Estimator, Factor analysis, Generalized linear model, Likelihood, Monte Carlo method, Resampling, STATISTICA, Time series, Uniform integrability, Variance, linear regression, mathematical statistics, statistics
Thema-Inhalt
PBW - Angewandte Mathematik
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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