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The Weighted Bootstrap : Ima Volumes in Mathematics and Its Applications - Philippe Barbe

The Weighted Bootstrap

Ima Volumes in Mathematics and Its Applications

Paperback ISBN: 9780387944784
Number Of Pages: 230

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This monograph presents an account of the asymptotic behaviour of the weighted bootstrap - a new and powerful statistical technique. Researchers and advanced graduate students studying bootstrap methods will find this a valuable technical survey which is thorough and rigorous. The main aim of this book is to answer two questions: How well does the generalized bootstrap work? What are the differences between all the different weighted schemes? Readers are assumed to have already some familiarity with the bootstrap, but otherwise the account is as self-contained as possible. Proofs are presented in detail, though some lengthy calculations are deferred to appendices.

Introductionp. 1
Asymptotic theory for the generalized bootstrap of statistical differentiable functionalsp. 9
How to choose the weightsp. 45
Some special forms of the weighted bootstrapp. 77
Proofs of results of Chapter Ip. 93
Proofs of results of Chapter IIp. 119
Proofs of results of Chapter IIIp. 145
Appendix 1: Exchangeable variables of sum 1p. 153
Appendix 2: How to express [actual symbol not reproducible] as a sum of U-statisticsp. 159
Appendix 3: Derivation of [actual symbol not reproducible]p. 163
Appendix 4: Calculation of E[subscript W] Q[subscript W,n]p. 169
Appendix 5: Finite sample asymptotic for the mean and the bootstrap mean estimatorp. 175
Appendix 6: Weights giving an almost surely consistent bootstrapped meanp. 177
Appendix 7: Differentials of the functional T[superscript (1)](X,P)p. 181
Appendix 8: Edgeworth expansions up to o(n[superscript -1]) for a third order differentiable statistical functional and its studentized formp. 183
Referencesp. 199
Notation indexp. 215
Author indexp. 223
Subject indexp. 229
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780387944784
ISBN-10: 0387944788
Series: Ima Volumes in Mathematics and Its Applications
Audience: General
Format: Paperback
Language: English
Number Of Pages: 230
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 23.39 x 15.6  x 1.3
Weight (kg): 0.35

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