書誌事項

Bootstrap methods and their application

A.C. Davison, D.V. Hinkley

(Cambridge series on statistical and probabilistic mathematics)

Cambridge University Press, 1997

  • : hbk
  • : pbk
  • Floppy disk

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注記

Includes bibliographical references (p. 555-567) and indexes

"Reprinted with corrections 1998, 1999"--T.p. verso of 1999 printing

11th printing 2009 (pbk.): without floppy disk

内容説明・目次

内容説明

Bootstrap methods are computer-intensive methods of statistical analysis, which 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 1997 book gives a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; 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. S-Plus programs for implementing the methods described in the text are available from the supporting website.

目次

  • 1. Introduction
  • 2. The basic bootstraps
  • 3. Further ideas
  • 4. Tests
  • 5. Confidence intervals
  • 6. Regression models
  • 7. Further topics in regression
  • 8. Complex dependence
  • 9. Improved calculation
  • 10. Semiparametric likelihood inference
  • 11. Computer implementation
  • Appendix
  • Cumulant calculations
  • Bibliography
  • Index.

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詳細情報

  • NII書誌ID(NCID)
    BA33094364
  • ISBN
    • 0521573912
    • 9780521574716
  • LCCN
    96030064
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cambridge
  • ページ数/冊数
    x, 582 p.
  • 大きさ
    26 cm.
  • 付属資料
    1 floppy disk
  • 分類
  • 件名
  • 親書誌ID
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