An Introduction to the Bootstrap

1. Auflage 1994
ISBN: 978-0-412-04231-7
Verlag: Taylor & Francis Ltd

Buch, Englisch, 456 Seiten, Format (B × H): 162 mm x 234 mm, Gewicht: 726 g

Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.

Zielgruppe

Professional and Professional Practice & Development

Autoren/Hrsg.

Efron, Bradley

Tibshirani, R. J.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Preface 1 Introduction 3 -Random samples and probabilities 4 The empirical distribution function and the plug-in principle 5 Standard errors and estimated standard errors 6 The bootstrap estimate of standard error 7 Bootstrap standard errors: some examples 8 More complicated data structures 9 Regression models 10 Estimates of bias 11 The jackknife 12 Confidence intervals based on bootstrap “tables” 13 Confidence intervals based on bootstrap percentiles 14 Better bootstrap confidence intervals 15 Permutation tests 16 Hypothesis testing with the bootstrap 17 Cross-validation and other estimates of prediction error 18 Adaptive estimation and calibration 19 Assessing the error in bootstrap estimates 20 A geometrical representation for the bootstrap and jackknife 21 An overview of nonparametric and parametric Inference 22 Further topics in bootstrap confidence intervals 23 Efficient bootstrap computations 24 Approximate likelihoods 25 Bootstrap bioequivalence 26 Discussion and further topics

Über Autor(innen)

Bradley Efron, Department of Statistics Stanford University and Robert J. Tibshirani, Department of Preventative Medicine and Biostatistics and Department of Statistics, University of Toronto.