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Subsampling /

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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-intensive methods has been to provide statistical tools that work in complex situations without...

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Bibliographic Details
Main Author: Politis, Dimitris N.
Corporate Author: SpringerLink (Online service)
Other Authors: Romano, Joseph P., Wolf, Michael
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1999.
Series:Springer series in statistics.
Subjects:
Statistics.
Mathematical statistics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Bootstrap Sampling Distributions
  • Subsampling in the IID Case
  • Stationary Time Series
  • Nonstationary Time Series
  • Subsampling for Random Fields
  • Subsampling Marked Point Processes
  • Confidence Sets for General Parameters
  • Extrapolation and Higher-Order Accuracy
  • Subsampling with Unknown Rate
  • Subsampling the Mean with Heavy Tails
  • Subsampling the Autoregressive Root
  • Choice of the Block Size
  • Simulation Studies
  • Subsampling Stock Returns.