Jackknife and Bootstrap

AvJun Shao,Dongsheng Tu

Häftad, Engelska, 2012

Del i serien Springer Series in Statistics

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Beskrivning

The resampling methods replace theoreti cal derivations required in applying traditional methods (such as substitu tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples.

Produktinformation

Utgivningsdatum:2012-10-04
Mått:155 x 235 x 29 mm
Vikt:809 g
Format:Häftad
Språk:Engelska
Serie:Springer Series in Statistics
Antal sidor:517
Förlag:Springer-Verlag New York Inc.
ISBN:9781461269038

Utforska kategorier

Tillämpad matematik inom Naturvetenskap och teknik

Innehållsförteckning

1. Introduction.- 1.1 Statistics and Their Sampling Distributions.- 1.2 The Traditional Approach.- 1.3 The Jackknife.- 1.4 The Bootstrap.- 1.5 Extensions to Complex Problems.- 1.6 Scope of Our Studies.- 2. Theory for the Jackknife.- 2.1 Variance Estimation for Functions of Means.- 2.2 Variance Estimation for Functionals.- 2.3 The Delete-d Jackknife.- 2.4 Other Applications.- 2.5 Conclusions and Discussions.- 3. Theory for the Bootstrap.- 3.1 Techniques in Proving Consistency.- 3.2 Consistency: Some Major Results.- 3.3 Accuracy and Asymptotic Comparisons.- 3.4 Fixed Sample Performance.- 3.5 Smoothed Bootstrap.- 3.6 Nonregular Cases.- 3.7 Conclusions and Discussions.- 4. Bootstrap Confidence Sets and Hypothesis Tests.- 4.1 Bootstrap Confidence Sets.- 4.2 Asymptotic Theory.- 4.3 The Iterative Bootstrap and Other Methods.- 4.4 Empirical Comparisons.- 4.5 Bootstrap Hypothesis Tests.- 4.6 Conclusions and Discussions.- 5. Computational Methods.- 5.1 The Delete-1 Jackknife.- 5.2 The Delete-d Jackknife.- 5.3 Analytic Approaches for the Bootstrap.- 5.4 Simulation Approaches for the Bootstrap.- 5.5 Conclusions and Discussions.- 6. Applications to Sample Surveys.- 6.1 Sampling Designs and Estimates.- 6.2 Resampling Methods.- 6.3 Comparisons by Simulation.- 6.4 Asymptotic Results.- 6.5 Resampling Under Imputation.- 6.6 Conclusions and Discussions.- 7. Applications to Linear Models.- 7.1 Linear Models and Regression Estimates.- 7.2 Variance and Bias Estimation.- 7.3 Inference and Prediction Using the Bootstrap.- 7.4 Model Selection.- 7.5 Asymptotic Theory.- 7.6 Conclusions and Discussions.- 8. Applications to Nonlinear, Nonparametric, and Multivariate Models.- 8.1 Nonlinear Regression.- 8.2 Generalized Linear Models.- 8.3 Cox’s Regression Models.- 8.4 Kernel Density Estimation.-8.5 Nonparametric Regression.- 8.6 Multivariate Analysis.- 8.7 Conclusions and Discussions.- 9. Applications to Time Series and Other Dependent Data.- 9.1 m-Dependent Data.- 9.2 Markov Chains.- 9.3 Autoregressive Time Series.- 9.4 Other Time Series.- 9.5 Stationary Processes.- 9.6 Conclusions and Discussions.- 10. Bayesian Bootstrap and Random Weighting.- 10.1 Bayesian Bootstrap.- 10.2 Random Weighting.- 10.3 Random Weighting for Functional and Linear Models.- 10.4 Empirical Results for Random Weighting.- 10.5 Conclusions and Discussions.- Appendix A. Asymptotic Results.- A.1 Modes of Convergence.- A.2 Convergence of Transformations.- A.4 The Borel-Cantelli Lemma.- A.5 The Law of Large Numbers.- A.6 The Law of the Iterated Logarithm.- A.7 Uniform Integrability.- A.8 The Central Limit Theorem.- A.9 The Berry-Esséen Theorem.- A.10 Edgeworth Expansions.- A.11 Cornish-Fisher Expansions.- Appendix B. Notation.- References.- Author Index.

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