Exploring the Limits of Bootstrap

Exploring the Limits of Bootstrap PDF Author: Raoul LePage
Publisher: John Wiley & Sons
ISBN: 9780471536314
Category : Mathematics
Languages : en
Pages : 462

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Book Description
Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.

Exploring the Limits of Bootstrap

Exploring the Limits of Bootstrap PDF Author: Raoul LePage
Publisher: John Wiley & Sons
ISBN: 9780471536314
Category : Mathematics
Languages : en
Pages : 462

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Book Description
Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.

Bootstrap Methods

Bootstrap Methods PDF Author: Michael R. Chernick
Publisher: John Wiley & Sons
ISBN: 1118211596
Category : Mathematics
Languages : en
Pages : 337

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Book Description
A practical and accessible introduction to the bootstrap method——newly revised and updated Over the past decade, the application of bootstrap methods to new areas of study has expanded, resulting in theoretical and applied advances across various fields. Bootstrap Methods, Second Edition is a highly approachable guide to the multidisciplinary, real-world uses of bootstrapping and is ideal for readers who have a professional interest in its methods, but are without an advanced background in mathematics. Updated to reflect current techniques and the most up-to-date work on the topic, the Second Edition features: The addition of a second, extended bibliography devoted solely to publications from 1999–2007, which is a valuable collection of references on the latest research in the field A discussion of the new areas of applicability for bootstrap methods, including use in the pharmaceutical industry for estimating individual and population bioequivalence in clinical trials A revised chapter on when and why bootstrap fails and remedies for overcoming these drawbacks Added coverage on regression, censored data applications, P-value adjustment, ratio estimators, and missing data New examples and illustrations as well as extensive historical notes at the end of each chapter With a strong focus on application, detailed explanations of methodology, and complete coverage of modern developments in the field, Bootstrap Methods, Second Edition is an indispensable reference for applied statisticians, engineers, scientists, clinicians, and other practitioners who regularly use statistical methods in research. It is also suitable as a supplementary text for courses in statistics and resampling methods at the upper-undergraduate and graduate levels.

Subsampling

Subsampling PDF Author: Dimitris N. Politis
Publisher: Springer Science & Business Media
ISBN: 1461215544
Category : Mathematics
Languages : en
Pages : 359

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Book Description
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. This book sets out to lay some of the foundations for subsampling methodology and related methods.

Bootstrap Techniques for Signal Processing

Bootstrap Techniques for Signal Processing PDF Author: Abdelhak M. Zoubir
Publisher: Cambridge University Press
ISBN: 9781139452021
Category : Technology & Engineering
Languages : en
Pages : 238

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Book Description
The statistical bootstrap is one of the methods that can be used to calculate estimates of a certain number of unknown parameters of a random process or a signal observed in noise, based on a random sample. Such situations are common in signal processing and the bootstrap is especially useful when only a small sample is available or an analytical analysis is too cumbersome or even impossible. This book covers the foundations of the bootstrap, its properties, its strengths and its limitations. The authors focus on bootstrap signal detection in Gaussian and non-Gaussian interference as well as bootstrap model selection. The theory developed in the book is supported by a number of useful practical examples written in MATLAB. The book is aimed at graduate students and engineers, and includes applications to real-world problems in areas such as radar and sonar, biomedical engineering and automotive engineering.

Encyclopedia of Statistical Sciences, Volume 1

Encyclopedia of Statistical Sciences, Volume 1 PDF Author:
Publisher: John Wiley & Sons
ISBN: 0471743917
Category : Mathematics
Languages : en
Pages : 722

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Book Description
ENCYCLOPEDIA OF STATISTICAL SCIENCES

Trends and Perspectives in Linear Statistical Inference

Trends and Perspectives in Linear Statistical Inference PDF Author: Müjgan Tez
Publisher: Springer
ISBN: 3319732412
Category : Mathematics
Languages : en
Pages : 257

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Book Description
This volume features selected contributions on a variety of topics related to linear statistical inference. The peer-reviewed papers from the International Conference on Trends and Perspectives in Linear Statistical Inference (LinStat 2016) held in Istanbul, Turkey, 22-25 August 2016, cover topics in both theoretical and applied statistics, such as linear models, high-dimensional statistics, computational statistics, the design of experiments, and multivariate analysis. The book is intended for statisticians, Ph.D. students, and professionals who are interested in statistical inference.

Modelling and Quantitative Methods in Fisheries, Second Edition

Modelling and Quantitative Methods in Fisheries, Second Edition PDF Author: Malcolm Haddon
Publisher: CRC Press
ISBN: 1420010816
Category : Mathematics
Languages : en
Pages : 468

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Book Description
Revised and restructured, Modeling and Quantitative Methods in Fisheries, Second Edition provides an accessible introduction to quantitative methods in fisheries. This book features new material on tests and comparisons as well as new chapters on length-based models and estimating uncertainty using Bayesian methods. It presents a structured, step-by-step approach that introduces the material in a logical sequence. This text covers a range of topics such as simple linear regression, complex nonlinear modeling, methodology, and specific fields in fisheries. It also includes numerous real world examples implemented in Excel, with workbooks for all examples available for download on the web.

Modelling and Quantitative Methods in Fisheries

Modelling and Quantitative Methods in Fisheries PDF Author: Malcolm Haddon
Publisher: CRC Press
ISBN: 1439894175
Category : Mathematics
Languages : en
Pages : 452

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Book Description
With numerous real-world examples, Modelling and Quantitative Methods in Fisheries, Second Edition provides an introduction to the analytical methods used by fisheries' scientists and ecologists. By following the examples using Excel, readers see the nuts and bolts of how the methods work and better understand the underlying principles. Excel workb

Advances in Investment Analysis and Portfolio Management

Advances in Investment Analysis and Portfolio Management PDF Author: Cheng-Few Lee
Publisher: Elsevier
ISBN: 9780080543970
Category : Social Science
Languages : en
Pages : 344

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Book Description
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.

From Statistics to Mathematical Finance

From Statistics to Mathematical Finance PDF Author: Dietmar Ferger
Publisher: Springer
ISBN: 3319509861
Category : Mathematics
Languages : en
Pages : 440

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Book Description
This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.