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.
| ISBN: | 9780387944784 |
| Publication date: | 24th February 1995 |
| Author: | Philippe Barbe, Patrice Bertail |
| Publisher: | Springer an imprint of Springer New York |
| Format: | Paperback |
| Pagination: | 230 pages |
| Series: | Lecture Notes in Statistics |
| Genres: |
Probability and statistics Stochastics |
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 .
The Weighted Bootstrap features in the following genres: Probability and statistics, Stochastics
Paperback. Not Available.
The Weighted Bootstrap was written by Philippe Barbe, Patrice Bertail and published by Springer an imprint of Springer New York
The Weighted Bootstrap has 230 pages
Yes it is part of Lecture Notes in Statistics series