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Subsampling

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概要 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-i...ntensive 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.続きを見る
目次 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.
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登録日 2020.06.27
更新日 2020.06.28