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 |
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出版情報 | New York, NY : Springer New York , 1992 |
本文言語 | 英語 |
大きさ | VI, 201 p : online resource |
書誌詳細を非表示
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 |
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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 |
ISBN | 9781461229506 |
URL | http://dx.doi.org/10.1007/978-1-4612-2950-6 |
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