When Does Bootstrap Work?

Language: English

Published by Springer, Springer Jul 1992, 1992

0387978674 / 9780387978673

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This item is printed on demand - Print on Demand Titel. Neuware -0. Introduction.- 1. Bootstrap and Asymptotic Normality.- 1. Introduction.- 2. Bootstrapping linear functionals. The i.i.d. case.- 3. Bootstrapping smooth functionals.- 4. Bootstrap and wild bootstrap in non i.i.d. models.- 5. Some simulations.- 6. Proofs.- Figures.- 2. An Example Where Bootstrap Fails: Comparing Nonparametric Versus Parametric Regression Fits.- 1. A goodness-of-fit test.- 2. How to bootstrap. Bootstrap and wild bootstrap.- 3. Proofs.- 3. A Bootstrap Success Story: Using Nonparametric Density Estimates in K-Sample Problems.- 1. Bootstrap tests.- 2. Bootstrap confidence regions.- 3. Proofs.- 4. A Bootstrap Test on the Number of Modes of a Density.- 1. Introduction.- 2. The number of modes of a kernel density estimator.- 3. Bootstrapping the test statistic.- 4. Proofs.- Figures.- 5. Higher-Order Accuracy of Bootstrap for Smooth Functionals.- 1. Introduction.- 2. Bootstrapping smooth functionals.- 3. Some more simulations. Bootstrapping an M-estimate.- 4. Proof of the theorem.- Figures.- 6. Bootstrapping Linear Models.- 1. Bootstrapping the least squares estimator.- 2. Bootstrapping F-tests.- 3. Proof of Theorem 3.- 7. Bootstrapping Robust Regression.- 1. Introduction.- 2. Bootstrapping M-estimates.- 3. Stochastic expansions of M-estimates.- 4. Proofs.- Figures.- 8. Bootstrap and wild Bootstrap for High-Dimensional Linear Random Design Models.- 1. Introduction.- 2. Consistency of bootstrap for linear contrasts.- 3. Accuracy of the bootstrap.- 4. Bootstrapping F-tests.- 5. Proofs.- Tables.- Figures.- 9. References.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 212 pp. Englisch.…

Seller Inventory # 9780387978673

Title
When Does Bootstrap Work?
Author
Enno Mammen
Publisher
Springer, Springer Jul 1992
Publication year
1992
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387978674
ISBN 13
9780387978673
Item weight
330 grams
Dimensions
235x155x12 mm

buchversandmimpf2000

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