+612 9045 4394
 
CHECKOUT
Subsampling : Springer Series in Statistics - D. N. Politis

Subsampling

Springer Series in Statistics

Hardcover Published: 13th August 1999
ISBN: 9780387988542
Number Of Pages: 348

Share This Book:

Hardcover

RRP $344.99
$238.75
31%
OFF
or 4 easy payments of $59.69 with Learn more
Ships in 7 to 10 business days

Other Available Editions (Hide)

  • Paperback View Product Published: 30th October 2012
    $158.39

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.

"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

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.

ISBN: 9780387988542
ISBN-10: 0387988548
Series: Springer Series in Statistics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 348
Published: 13th August 1999
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 24.13 x 15.88  x 1.91
Weight (kg): 0.59

This product is categorised by