Bootstrap methods and their application
by Davison, A. C., (Anthony Christopher)
Bootstrap methods are computer-intensive methods of statistical analysis that use simulation to calculate standard errors, confidence intervals and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This book gives a broad and up-to-date coverage of bootstrap methods with numerous applied examples, together with the underlying general concepts and basic theory without emphasis on mathe…
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- Full title :Bootstrap methods and their application / A.C. Davison ... D.V. Hinkley ...
Summary
Bootstrap methods are computer-intensive methods of statistical analysis that use simulation to calculate standard errors, confidence intervals and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This book gives a broad and up-to-date coverage of bootstrap methods with numerous applied examples, together with the underlying general concepts and basic theory without emphasis on mathematical rigour. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises.[Ed.].
Read More ↓Edition Statements
- Publication Date:©1997.
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:©1997.
The Physical Object
- Description:1 v. (X-582 p.) ; : 26 cm +
Edition Identifiers
- ISBN:0521573912, 9780521573917, 0521574714, 9780521574716
- oclc:ocn708478413
- LC Classification:QA276.8
- Dewey Decimal:519.5/44
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