Bootstrap Methods

Name: Bootstrap Methods
Brand: Springer Nature Switzerland AG
SKU: 9783030734824
Price: 433.72 RON
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Autor: Gerhard Dikta

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Editura: Springer Nature Switzerland AG

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This book provides a compact introduction to the bootstrap method. In addition to classical results...

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Autor

Gerhard Dikta

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2022

Pagini

256

EAN

9783030734824

ISBN

303073482X

Enbook ID

41406028

Editura

Springer Nature Switzerland AG

Greutate

421

Dimensiuni

155 x 235 x 15

Descriere completă

This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time.

The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.

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