Author: Bradley Efron
Publisher: SIAM
ISBN: 9781611970319
Category : Computers
Languages : en
Pages : 99
Book Description
The jackknife and the bootstrap are nonparametric methods for assessing the errors in a statistical estimation problem. They provide several advantages over the traditional parametric approach: the methods are easy to describe and they apply to arbitrarily complicated situations; distribution assumptions, such as normality, are never made. This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples. The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.
The Jackknife, the Bootstrap, and Other Resampling Plans
Author: Bradley Efron
Publisher: SIAM
ISBN: 9781611970319
Category : Computers
Languages : en
Pages : 99
Book Description
The jackknife and the bootstrap are nonparametric methods for assessing the errors in a statistical estimation problem. They provide several advantages over the traditional parametric approach: the methods are easy to describe and they apply to arbitrarily complicated situations; distribution assumptions, such as normality, are never made. This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples. The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.
Publisher: SIAM
ISBN: 9781611970319
Category : Computers
Languages : en
Pages : 99
Book Description
The jackknife and the bootstrap are nonparametric methods for assessing the errors in a statistical estimation problem. They provide several advantages over the traditional parametric approach: the methods are easy to describe and they apply to arbitrarily complicated situations; distribution assumptions, such as normality, are never made. This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples. The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.
The Jackknife and Bootstrap
Author: Jun Shao
Publisher: Springer Science & Business Media
ISBN: 1461207959
Category : Mathematics
Languages : en
Pages : 533
Book Description
The jackknife and bootstrap are the most popular data-resampling meth ods used in statistical analysis. The resampling methods replace theoreti cal derivations required in applying traditional methods (such as substitu tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples. Because of the availability of inexpensive and fast computing, these computer-intensive methods have caught on very rapidly in recent years and are particularly appreciated by applied statisticians. The primary aims of this book are (1) to provide a systematic introduction to the theory of the jackknife, the bootstrap, and other resampling methods developed in the last twenty years; (2) to provide a guide for applied statisticians: practitioners often use (or misuse) the resampling methods in situations where no theoretical confirmation has been made; and (3) to stimulate the use of the jackknife and bootstrap and further devel opments of the resampling methods. The theoretical properties of the jackknife and bootstrap methods are studied in this book in an asymptotic framework. Theorems are illustrated by examples. Finite sample properties of the jackknife and bootstrap are mostly investigated by examples and/or empirical simulation studies. In addition to the theory for the jackknife and bootstrap methods in problems with independent and identically distributed (Li.d.) data, we try to cover, as much as we can, the applications of the jackknife and bootstrap in various complicated non-Li.d. data problems.
Publisher: Springer Science & Business Media
ISBN: 1461207959
Category : Mathematics
Languages : en
Pages : 533
Book Description
The jackknife and bootstrap are the most popular data-resampling meth ods used in statistical analysis. The resampling methods replace theoreti cal derivations required in applying traditional methods (such as substitu tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples. Because of the availability of inexpensive and fast computing, these computer-intensive methods have caught on very rapidly in recent years and are particularly appreciated by applied statisticians. The primary aims of this book are (1) to provide a systematic introduction to the theory of the jackknife, the bootstrap, and other resampling methods developed in the last twenty years; (2) to provide a guide for applied statisticians: practitioners often use (or misuse) the resampling methods in situations where no theoretical confirmation has been made; and (3) to stimulate the use of the jackknife and bootstrap and further devel opments of the resampling methods. The theoretical properties of the jackknife and bootstrap methods are studied in this book in an asymptotic framework. Theorems are illustrated by examples. Finite sample properties of the jackknife and bootstrap are mostly investigated by examples and/or empirical simulation studies. In addition to the theory for the jackknife and bootstrap methods in problems with independent and identically distributed (Li.d.) data, we try to cover, as much as we can, the applications of the jackknife and bootstrap in various complicated non-Li.d. data problems.
Breakthroughs in Statistics
Author: Samuel Kotz
Publisher: Springer Science & Business Media
ISBN: 1461206677
Category : Mathematics
Languages : en
Pages : 576
Book Description
Volume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.
Publisher: Springer Science & Business Media
ISBN: 1461206677
Category : Mathematics
Languages : en
Pages : 576
Book Description
Volume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.
Resampling Methods for Dependent Data
Author: S. N. Lahiri
Publisher: Springer Science & Business Media
ISBN: 147573803X
Category : Mathematics
Languages : en
Pages : 382
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 147573803X
Category : Mathematics
Languages : en
Pages : 382
Book Description
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.
An Introduction to the Bootstrap
Author: Bradley Efron
Publisher: CRC Press
ISBN: 9780412042317
Category : Mathematics
Languages : en
Pages : 456
Book Description
Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.
Publisher: CRC Press
ISBN: 9780412042317
Category : Mathematics
Languages : en
Pages : 456
Book Description
Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.
An Introduction to Bootstrap Methods with Applications to R
Author: Michael R. Chernick
Publisher: John Wiley & Sons
ISBN: 1118625412
Category : Mathematics
Languages : en
Pages : 318
Book Description
A comprehensive introduction to bootstrap methods in the R programming environment Bootstrap methods provide a powerful approach to statistical data analysis, as they have more general applications than standard parametric methods. An Introduction to Bootstrap Methods with Applications to R explores the practicality of this approach and successfully utilizes R to illustrate applications for the bootstrap and other resampling methods. This book provides a modern introduction to bootstrap methods for readers who do not have an extensive background in advanced mathematics. Emphasis throughout is on the use of bootstrap methods as an exploratory tool, including its value in variable selection and other modeling environments. The authors begin with a description of bootstrap methods and its relationship to other resampling methods, along with an overview of the wide variety of applications of the approach. Subsequent chapters offer coverage of improved confidence set estimation, estimation of error rates in discriminant analysis, and applications to a wide variety of hypothesis testing and estimation problems, including pharmaceutical, genomics, and economics. To inform readers on the limitations of the method, the book also exhibits counterexamples to the consistency of bootstrap methods. An introduction to R programming provides the needed preparation to work with the numerous exercises and applications presented throughout the book. A related website houses the book's R subroutines, and an extensive listing of references provides resources for further study. Discussing the topic at a remarkably practical and accessible level, An Introduction to Bootstrap Methods with Applications to R is an excellent book for introductory courses on bootstrap and resampling methods at the upper-undergraduate and graduate levels. It also serves as an insightful reference for practitioners working with data in engineering, medicine, and the social sciences who would like to acquire a basic understanding of bootstrap methods.
Publisher: John Wiley & Sons
ISBN: 1118625412
Category : Mathematics
Languages : en
Pages : 318
Book Description
A comprehensive introduction to bootstrap methods in the R programming environment Bootstrap methods provide a powerful approach to statistical data analysis, as they have more general applications than standard parametric methods. An Introduction to Bootstrap Methods with Applications to R explores the practicality of this approach and successfully utilizes R to illustrate applications for the bootstrap and other resampling methods. This book provides a modern introduction to bootstrap methods for readers who do not have an extensive background in advanced mathematics. Emphasis throughout is on the use of bootstrap methods as an exploratory tool, including its value in variable selection and other modeling environments. The authors begin with a description of bootstrap methods and its relationship to other resampling methods, along with an overview of the wide variety of applications of the approach. Subsequent chapters offer coverage of improved confidence set estimation, estimation of error rates in discriminant analysis, and applications to a wide variety of hypothesis testing and estimation problems, including pharmaceutical, genomics, and economics. To inform readers on the limitations of the method, the book also exhibits counterexamples to the consistency of bootstrap methods. An introduction to R programming provides the needed preparation to work with the numerous exercises and applications presented throughout the book. A related website houses the book's R subroutines, and an extensive listing of references provides resources for further study. Discussing the topic at a remarkably practical and accessible level, An Introduction to Bootstrap Methods with Applications to R is an excellent book for introductory courses on bootstrap and resampling methods at the upper-undergraduate and graduate levels. It also serves as an insightful reference for practitioners working with data in engineering, medicine, and the social sciences who would like to acquire a basic understanding of bootstrap methods.
Bootstrap Methods
Author: Michael R. Chernick
Publisher: John Wiley & Sons
ISBN: 1118211596
Category : Mathematics
Languages : en
Pages : 337
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.
Publisher: John Wiley & Sons
ISBN: 1118211596
Category : Mathematics
Languages : en
Pages : 337
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.
Encyclopedia of Environmetrics
Author: Abdel H. El-Shaarawi
Publisher: John Wiley & Sons
ISBN: 9780471899976
Category : Mathematics
Languages : en
Pages : 660
Book Description
A comprehensive overview of environmetric research and its applications... Environmetrics covers the development and application of quantitative methods in the environmental sciences. It provides essential tools for understanding, predicting, and controlling the impacts of agents, both man-made and natural, which affect the environment. Basic and applied research in this area covers a broad range of topics. Primary among these are the quantitative sciences, such as statistics, probability and applied mathematics, chemometrics, and econometrics. Applications are also important, for example in, ecology and environmental biology, public health, atmospheric science, geology, engineering, risk management, and regulatory/governmental policy amongst others. * Divided into 12 sections, the Encyclopedia brings together over 600 detailed articles which have been carefully selected and reviewed through the collaborative efforts of the Editors-in-Chief and the appropriate Section Editor * Presented in alphabetical order all the articles will include an explanatory introduction, extensive cross-referencing and an up-to-date bibliography providing literature references for further reading. Presenting state of the art information in a readable, highly accessible style, the scope and coverage provided by the Encyclopedia of Environmetrics will ensure its place as the landmark reference for the many scientists, educators, and decision-makers working across this multidisciplinary field. An essential reference tool for university libraries, research laboratories, government institutions and consultancies concerned with the environmental sciences, the Encyclopedia of Environmetrics brings together for the first time, comprehensive coverage of the full range of topics, techniques and applications covered by this multidisciplinary field. There is currently no central reference source which addresses the needs of this multidisciplinary community. This new Encyclopedia will fill this gap by providing a comprehensive source of relevant fundamental concepts in environmetric research, development and applications for statisticians, mathematicians, economists, environmentalists, ecologist, government officials and policy makers.
Publisher: John Wiley & Sons
ISBN: 9780471899976
Category : Mathematics
Languages : en
Pages : 660
Book Description
A comprehensive overview of environmetric research and its applications... Environmetrics covers the development and application of quantitative methods in the environmental sciences. It provides essential tools for understanding, predicting, and controlling the impacts of agents, both man-made and natural, which affect the environment. Basic and applied research in this area covers a broad range of topics. Primary among these are the quantitative sciences, such as statistics, probability and applied mathematics, chemometrics, and econometrics. Applications are also important, for example in, ecology and environmental biology, public health, atmospheric science, geology, engineering, risk management, and regulatory/governmental policy amongst others. * Divided into 12 sections, the Encyclopedia brings together over 600 detailed articles which have been carefully selected and reviewed through the collaborative efforts of the Editors-in-Chief and the appropriate Section Editor * Presented in alphabetical order all the articles will include an explanatory introduction, extensive cross-referencing and an up-to-date bibliography providing literature references for further reading. Presenting state of the art information in a readable, highly accessible style, the scope and coverage provided by the Encyclopedia of Environmetrics will ensure its place as the landmark reference for the many scientists, educators, and decision-makers working across this multidisciplinary field. An essential reference tool for university libraries, research laboratories, government institutions and consultancies concerned with the environmental sciences, the Encyclopedia of Environmetrics brings together for the first time, comprehensive coverage of the full range of topics, techniques and applications covered by this multidisciplinary field. There is currently no central reference source which addresses the needs of this multidisciplinary community. This new Encyclopedia will fill this gap by providing a comprehensive source of relevant fundamental concepts in environmetric research, development and applications for statisticians, mathematicians, economists, environmentalists, ecologist, government officials and policy makers.
Subsampling
Author: Dimitris N. Politis
Publisher: Springer Science & Business Media
ISBN: 1461215544
Category : Mathematics
Languages : en
Pages : 359
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.
Publisher: Springer Science & Business Media
ISBN: 1461215544
Category : Mathematics
Languages : en
Pages : 359
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.
The Jackknife, the Bootstrap and Other Resampling
Author: Bradley Efron
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description