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THE BOOTSTRAP AND EDGEWORTH EXPANSION (SPRINGER SERIES IN By Peter Hall
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Características del artículo
- Estado
- Book Title
- The Bootstrap and Edgeworth Expansion (Springer Series in
- ISBN-10
- 0387945083
- Genre
- MATHEMATICS
- ISBN
- 9780387945088
Acerca de este producto
Product Identifiers
Publisher
Springer New York
ISBN-10
0387945083
ISBN-13
9780387945088
eBay Product ID (ePID)
148077
Product Key Features
Number of Pages
Xiv, 354 Pages
Publication Name
Bootstrap and Edgeworth Expansion
Language
English
Subject
Probability & Statistics / General
Publication Year
1995
Type
Textbook
Subject Area
Mathematics
Series
Springer Series in Statistics Ser.
Format
Trade Paperback
Dimensions
Item Height
0.3 in
Item Weight
40.6 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Intended Audience
Scholarly & Professional
TitleLeading
The
Reviews
"...an up-to-date and comprehensive account of the title theme...provides a path to several major research frontiers in the bootstrap literature." - Journal of the American Statistical Association
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.5
Table Of Content
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.
Synopsis
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 Edgeworth expansion; Chapter 2 is about Edgeworth expansion, with scarcely a word about the bootstrap; and Chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properites of the bootstrap. The book is aimed a a graduate level audience who has some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter (entitled "Details of Mathematical Rogour"), and so a mathematically able reader without knowledge of the rigorous theory of probability will have no trouble understanding the first four-fifths of the book. The book simultaneously fills two gaps in the literature; it provides a very readable graduate level account of the theory of Edgeworth expansion, and it gives a detailed introduction to the theory of bootstrap methods., Bootstrap methods are among the most active areas of statistical research, and are important to those interested in statistical theory and applications. This ground-breaking reference remains a basic reference in this important area.
LC Classification Number
QA276-280
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Weaver's Books
100% de votos positivos•8,3 mil artículos vendidos
Registrado como vendedor particularPor tanto, no se aplican los derechos de los consumidores derivados de las leyes de protección de los consumidores de la UE. La Garantía al cliente de eBay sigue aplicando a la mayoría de compras. Más informaciónMás información
Votos de vendedor (3.216)
- r***a (642)- Votos emitidos por el comprador.Mes pasadoCompra verificadaSwift shipping secure packaging, as described, value for money. If not for the various stickers and pockets, one would not believe this clean book, 45 years old was really a library book. It contains both rural American history and techniques for how to cook on a wood stove. If either factor applies to you, you’re in the target market and will find this book interesting and useful. This seller puts the care into packaging that you want for a book you’re buying. An excellent, conscientious seller
- 8***8 (394)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaGreat buying experience. Item is just as described and at a good value. Item was packaged well and arrived in great condition. Seller highly recommended!!
- u***p (2)- Votos emitidos por el comprador.Mes pasadoCompra verificadaBook as just as described, safely packaged and arrived a day sooner than expected. Reasonably priced and good service!