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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Bibliographic Details
Main Author: Hall, Peter, 1951-2016
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York : Springer-Verlag, [1992]
Series:Springer series in statistics.
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.