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Resampling Methods for Dependent Data

 Buch
Besorgungstitel | Lieferzeit:3-5 Tage I
ISBN-13:
9780387009285
Einband:
Buch
Seiten:
374
Autor:
S. N. Lahiri
Gewicht:
752 g
Format:
244x162x27 mm
Serie:
Springer Series in Statistics
Sprache:
Englisch
Beschreibung:

From the contents:
Scope of Resampling Methods for Dependent Data.- Bootstrap Methods.- Properties of Block Bootstrap Methods for the Sample Mean.- Extensions and Examples.- Comparison of Block Bootstrap Methods.- Model Based Bootstrap.- Frequency Domain Bootstrap.- Long Range Dependence.- Resampling Methods for Spatial Data.- Special Topics.
By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.

From the contents:
Scope of Resampling Methods for Dependent Data.- Bootstrap Methods.- Properties of Block Bootstrap Methods for the Sample Mean.- Extensions and Examples.- Comparison of Block Bootstrap Methods.- Model Based Bootstrap.- Frequency Domain Bootstrap.- Long Range Dependence.- Resampling Methods for Spatial Data.- Special Topics.
By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.
Autor: S. N. Lahiri
ISBN-13:: 9780387009285
ISBN: 0387009280
Verlag: Springer, Berlin
Gewicht: 752g
Seiten: 374
Sprache: Englisch
Sonstiges: Buch, 244x162x27 mm, w. 25 ill.