Weighted Bootstrap

Name: Weighted Bootstrap
Brand: Springer-Verlag New York Inc.
SKU: 9780387944784
Price: 553.26 RON
Availability: InStock

Autor: Philippe Barbe, Patrice Bertail

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Editura: Springer-Verlag New York Inc.

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INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal t...

Informații despre carte

Autor

Philippe Barbe, Patrice Bertail

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

1995

Pagini

230

EAN

9780387944784

ISBN

0387944788

Enbook ID

06793778

Editura

Springer-Verlag New York Inc.

Greutate

454

Dimensiuni

155 x 235 x 14

Descriere completă

INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n LLd. from P and builds the empirical p.m. if one samples Xl ' ... , Xm n n -1 mn P T(P ) conditionally on := mn l: i =1 a ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.

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Weighted Bootstrap

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