Springer Statistics

By: Dimitris N. Politis, D. N. Politis, J. P. Romano

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Hardcover | 13 August 1999

At a Glance

Hardcover
368 Pages

Dimensions(cm)
24.13 x 15.88 x 1.91

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The goal of this book is to provide a rigorous foundation for the theory and practice of subsampling. The asymptotic consistency of subsampling distribution estimation is shown under extremely weak conditions, including cases where the bootstrap fails. Consistent estimation of the sampling distribution of a statistic allows for the construction of asymptotically valid inferential procedures, such as confidence intervals and hypothesis tests. The crux of the method relies on recomputing a statistic over appropriate subsamples of the data, and using these recomputed values to build up a sampling distribution.
Readers are assumed to have a background roughly equivalent to a first-year graduate course in theoretical statistics. A large number of examples should make the book of interest to graduate students, researchers, and practitioners alike.

Industry Reviews

"The book is one of the most comprehensive texts in the subsampling realm and provides a solid background for researchers working in the related areas of statistics."
V.V. Fedorov in "Short Book Reviews", Vol. 21/1, April 2001

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Preface
Bootstrap Sampling Distributions
Subsampling in the I.I.D. Case
Subsampling for Stationary Time Series
Subsampling for Nonstationary Time Series
Subsampling for Random Fields
Subsampling Marked Point Processes
Confidence Sets for General Parameters
Subsampling with Unknown Convergence Rate
Choice of the Block Size
Extrapolation, Interpolation, and Higher-Order Accuracy
Subsampling the Mean with Heavy Tails
Subsampling the Autoregressive Parameter
Subsampling Stock Returns
Some Results on Mixing
A General Central Limit Theorem
References
Bibliography
Index of Names
Index of Subjects
Table of Contents provided by Blackwell. All Rights Reserved.

Springer Statistics

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

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