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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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.
Book by Lahiri S N
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Da: Row By Row Bookshop, Sugar Grove, NC, U.S.A.
Hardcover. Condizione: Good. Condizione sovraccoperta: No Dust Jacket. First Edition. An ex-library copy in original yellow and tan hard covers. The usual ex-libris markings. The binding is sound, the text is clean/unmarked, and there is little cover wear. No dust jacket, apparently as issued. Book. Codice articolo 063102
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Da: Magus Books Seattle, Seattle, WA, U.S.A.
Hardcover. Condizione: VG. used hardcover copy in illustrated boards, no jacket, as issued. light shelfwear, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. Codice articolo 1527494
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9780387009285_new
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 1801671-n
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Da: GreatBookPrices, Columbia, MD, U.S.A.
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Da: Buchkanzlei, Bremen, Germania
Hardcover. Condizione: Gut. 388 pp. Cover discolored at spine, name on endpaper, otherwise a very well preserved copy 337 Sprache: Englisch Gewicht in Gramm: 1142. Codice articolo 39749
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Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 t. Codice articolo 5908862
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is a book on bootstrap and related resampling methods for temporal and spatial data exhibiting various forms of dependence. Like the resam pling methods for independent data, these methods provide tools for sta tistical analysis of dependent data without requiring stringent structural assumptions. This is an important aspect of the resampling methods in the dependent case, as the problem of model misspecification is more preva lent under dependence and traditional statistical methods are often very sensitive to deviations from model assumptions. Following the tremendous success of Efron's (1979) bootstrap to provide answers to many complex problems involving independent data and following Singh's (1981) example on the inadequacy of the method under dependence, there have been several attempts in the literature to extend the bootstrap method to the dependent case. A breakthrough was achieved when resampling of single observations was replaced with block resampling, an idea that was put forward by Hall (1985), Carlstein (1986), Kiinsch (1989), Liu and Singh (1992), and others in various forms and in different inference problems. There has been a vig orous development in the area of res amp ling methods for dependent data since then and it is still an area of active research. This book describes various aspects of the theory and methodology of resampling methods for dependent data developed over the last two decades. There are mainly two target audiences for the book, with the level of exposition of the relevant parts tailored to each audience. 396 pp. Englisch. Codice articolo 9780387009285
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Da: Rarewaves.com USA, London, LONDO, Regno Unito
Hardback. Condizione: New. 2003 ed. This book gives a detailed account of bootstrap methods and their properties for dependent data, covering a wide range of topics such as block bootstrap methods, bootstrap methods in the frequency domain, resampling methods for long range dependent data, and resampling methods for spatial data. The first five chapters of the book treat the theory and applications of block bootstrap methods at the level of a graduate text. The rest of the book is written as a research monograph, with frequent references to the literature, but mostly at a level accessible to graduate students familiar with basic concepts in statistics. Supplemental background material is added in the discussion of such important issues as second order properties of bootstrap methods, bootstrap under long range dependence, and bootstrap for extremes and heavy tailed dependent data. Further, illustrative numerical examples are given all through the book and issues involving application of the methodology are discussed.The book fills a gap in the literature covering research on resampling 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 for a special topics course on resampling methods for dependent data and also as a research monograph for statisticians and econometricians who want to learn more about the topic and want to apply the methods in their own research. S.N. Lahiri is a professor of Statistics at the Iowa State University, is a Fellow of the Institute of Mathematical Statistics and a Fellow of the American Statistical Association. Codice articolo LU-9780387009285
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Da: preigu, Osnabrück, Germania
Buch. Condizione: Neu. Resampling Methods for Dependent Data | S. N. Lahiri | Buch | xiv | Englisch | 2003 | Springer | EAN 9780387009285 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 102521595
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