Resampling Methods for Dependent Data - Rilegato

Lahiri, S. N.

 
9780387009285: Resampling Methods for Dependent Data

Sinossi

By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.

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Contenuti

1 Scope of Resampling Methods for Dependent Data.- 2 Bootstrap Methods.- 3 Properties of Block Bootstrap Methods for the Sample Mean.- 4 Extensions and Examples.- 5 Comparison of Block Bootstrap Methods.- 6 Second-Order Properties.- 7 Empirical Choice of the Block Size.- 8 Model-Based Bootstrap.- 9 Frequency Domain Bootstrap.- 10 Long-Range Dependence.- 11 Bootstrapping Heavy-Tailed Data and Extremes.- 12 Resampling Methods for Spatial Data.- A.- B.- References.- Author Index.

Product Description

Book by Lahiri S N

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781441918482: Resampling Methods for Dependent Data

Edizione in evidenza

ISBN 10:  1441918485 ISBN 13:  9781441918482
Casa editrice: Springer, 2010
Brossura