The Weighted Bootstrap

Language: English

Published by Humana, 1995

0387944788 / 9780387944784

Series: Book 6 of 72 - Lecture Notes in Statistics

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nach der Bestellung gedruckt Neuware - Printed after ordering - INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n - - LLd. from P and builds the empirical p.m. if one samples Xl ' . , Xm n n -1 mn - - P T(P ) conditionally on := mn l: i =1 a - ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.

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Title
The Weighted Bootstrap
Author
Patrice Bertail
Publisher
Humana
Publication year
1995
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387944788
ISBN 13
9780387944784
Item weight
376 grams
Dimensions
235x155x14 mm
Series
Book 6 of 72: Lecture Notes in Statistics

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