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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. Uploaded by zhang.

Author(s): Dimitris N. Politis ; Joseph P. Romano ; Michael Wolf
Year: 1999

Language: English
Tags: Resampling ; Subsampling

1.Front Matter

Pages i-xv

2.Basic Theory

1.Front Matter

Pages 1-1

2. Bootstrap Sampling Distributions
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 3-38

3. Subsampling in the I.I.D. Case
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 39-64

4. Subsampling for Stationary Time Series
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 65-100

5. Subsampling for Nonstationary Time Series
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 101-119

6. Subsampling for Random Fields
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 120-137

7. Subsampling Marked Point Processes
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 138-158

8. Confidence Sets for General Parameters
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 159-170

3.Extensions, Practical Issues, and Applications

1.Front Matter

Pages 171-171

2. Subsampling with Unknown Convergence Rate
â—¾Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 173-187

3. Choice of the Block Size
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 188-212

4. Extrapolation, Interpolation, and Higher-Order Accuracy
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 213-252

5. Subsampling the Mean with Heavy Tails
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 253-269

6. Subsampling the Autoregressive Parameter
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 270-290

7. Subsampling Stock Returns
Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Pages 291-314

4.Back Matter

Pages 315-348