The Weighted Bootstrap
Language: English
Published by Springer New York, 1995
- Softcover
- Used
Condition: Used - Fine
£ 71.98
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Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.…
Seller Inventory # 111487/202
- Title
- The Weighted Bootstrap
- Author
- Patrice Bertail, Philippe Barbe
- Publisher
- Springer New York
- Publication year
- 1995
- Condition
- Sehr gut
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0387944788
- ISBN 13
- 9780387944784
- Series
- Book 6 of 72: Lecture Notes in Statistics
- Seller catalogs
- Bücher
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