Subsampling

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Since Efron's profound paper on the bootstrap, an enormous amount of effort has been spent on the development of bootstrap, jacknife, and other resampling methods. The primary goal of these computer-intensive methods has been to provide statistical tools that work in complex situations without imposing unrealistic or unverifiable assumptions about the data generating mechanism. The primary goal of this book is to lay some of the foundation for subsampling methodology and related methods.

Author(s): Dimitris N. Politis, Joseph P. Romano, Michael Wolf
Series: Springer Series in Statistics
Edition: 1
Publisher: Springer
Year: 1999

Language: English
Pages: 180
Tags: Математика;Теория вероятностей и математическая статистика;Математическая статистика;Прикладная математическая статистика;