Details

Autor(en) / Beteiligte

• Politis, Dimitris N
• Romano, Joseph P
• Wolf, Michael

Titel

Subsampling [electronic resource]

Auflage

1st ed. 1999

Ort / Verlag

New York, NY : Springer New York

Erscheinungsjahr

1999

Link zum Volltext

• SpringerLink Books - AutoHoldings

Beschreibungen/Notizen

• Bibliographic Level Mode of Issuance: Monograph
• Includes bibliographical references and indexes.
• 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.
• 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 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.
• English