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When Does Bootstrap Work? : Asymptotic Results and Simulations / by Enno Mammen
(Lecture Notes in Statistics ; 77)

データ種別 電子ブック
出版者 New York, NY : Springer New York
出版年 1992
本文言語 英語
大きさ VI, 201 p : online resource

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URL 電子ブック


EB0067890

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内容注記 0. Introduction
1. Bootstrap and Asymptotic Normality
1. Introduction
2. Bootstrapping linear functionals. The i.i.d. case
3. Bootstrapping smooth functionals
4. Bootstrap and wild bootstrap in non i.i.d. models
5. Some simulations
6. Proofs
Figures
2. An Example Where Bootstrap Fails: Comparing Nonparametric Versus Parametric Regression Fits
1. A goodness-of-fit test
2. How to bootstrap. Bootstrap and wild bootstrap
3. Proofs
3. A Bootstrap Success Story: Using Nonparametric Density Estimates in K-Sample Problems
1. Bootstrap tests
2. Bootstrap confidence regions
3. Proofs
4. A Bootstrap Test on the Number of Modes of a Density
1. Introduction
2. The number of modes of a kernel density estimator
3. Bootstrapping the test statistic
4. Proofs
Figures
5. Higher-Order Accuracy of Bootstrap for Smooth Functionals
1. Introduction
2. Bootstrapping smooth functionals
3. Some more simulations. Bootstrapping an M-estimate
4. Proof of the theorem
Figures
6. Bootstrapping Linear Models
1. Bootstrapping the least squares estimator
2. Bootstrapping F-tests
3. Proof of Theorem 3
7. Bootstrapping Robust Regression
1. Introduction
2. Bootstrapping M-estimates
3. Stochastic expansions of M-estimates
4. Proofs
Figures
8. Bootstrap and wild Bootstrap for High-Dimensional Linear Random Design Models
1. Introduction
2. Consistency of bootstrap for linear contrasts
3. Accuracy of the bootstrap
4. Bootstrapping F-tests
5. Proofs
Tables
Figures
9. References
著者標目 *Mammen, Enno author
SpringerLink (Online service)
件　名 LCSH:Mathematics
LCSH:Applied mathematics
LCSH:Engineering mathematics
FREE:Mathematics
FREE:Applications of Mathematics
分　類 DC23:519
巻冊次 ISBN:9781461229506 REFWLINK
ISBN 9781461229506
URL http://dx.doi.org/10.1007/978-1-4612-2950-6
目次／あらすじ

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