The bootstrap and Edgeworth expansion /
This monograph addresses two quite different topics, in the belief that each can shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. Chapter 1 is about the bootstrap, witih almost no mention of Edgewor...
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| Format: | eBook |
| Language: | English |
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New York :
Springer-Verlag,
[1992]
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| Series: | Springer series in statistics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- 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.