Verfügbarkeit: The jackknife, the bootstrap and other resampling plans

The jackknife, the bootstrap and other resampling plans:

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Bibliographische Detailangaben
Beteilige Person:	Efron, Bradley 1938- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Philadelphia, Pa. Soc. for Industrial and Applied Math. 1982 [erschienen] 1986
Ausgabe:	4. print.
Schriftenreihe:	CBMS-NSF regional conference series in applied mathematics 38
Schlagwörter:	Nichtparametrische Statistik Varianz Schätzung Jackknife-Schätzung Bootstrap-Statistik Nichtparametrische Schätzung Varianzanalyse Konferenzschrift
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015320860&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	VII, 92 S.
ISBN:	0898711797

Internformat

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Datensatz im Suchindex

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adam_text	Contents Preface vii Chapter 1 1 INTRODUCTION Chapter 2 5 THE JACKKNIFE ESTIMATE OF BIAS 2.1. Quenouille s bias estimate 5 2.2 The grouped jackknife 7 2.3. A picture 7 2.4. Aitken acceleration 8 2.5. The law school data 9 2.6. What does BIAS really estimate? 10 Chapter 3 13 THE JACKKNIFE ESTIMATE OF VARIANCE 3.1. The expectation 13 3.2. The unbiased estimate of variance 14 3.3. Trimmed means 14 3.4. The sample median 16 3.5. Ratio estimation 16 3.6. Functions of the expectation 17 3.7. The law school data 17 3.8. Linear regression 18 Chapter 4 21 BIAS OF THE JACKKNIFE VARIANCE ESTIMATE 4.1. ANOVA decomposition of S 22 4.2. Proof of the main result 22 4.3. Influence functions 24 4.4. Quadratic functional 24 4.5. Sample size modification 26 Chapter 5 27 THE BOOTSTRAP 5.1. Monte Carlo evaluation of Sr5 29 5.2. Parametric bootstrap 30 iii iv CONTENTS 5.3. Smoothed bootstrap 30 5.4. Bootstrap methods for more general problems 31 5.5. The bootstrap estimate of bias 33 5.6. Finite sample spaces 34 5.7. Regression models 35 Chapter 6 37 THE INFINITESIMAL JACKKNIFE, THE DELTA METHOD AND THE INFLUENCE FUNCTION 6.1. Resampling procedures 37 6.2. Relation between the jackknife and bootstrap estimates of stan¬ dard deviation 39 6.3. Jaeckel s infinitesimal jackknife 39 6.4. Influence function estimates of standard deviation 42 6.5. The delta method 42 6.6. Estimates of bias 44 6.7. More general random variables 45 Chapter 7 49 CROSS VALIDATION, JACKKNIFE AND BOOTSTRAP 7.1. Excess error 49 7.2. Bootstrap estimate of expected excess error 52 7.3. Jackknife approximation to the bootstrap estimate 53 7.4. Cross validation estimate of excess error 54 7.5. Relationship between the cross validation and jackknife estimates 57 7.6. A complicated example 58 Chapter 8 61 BALANCED REPEATED REPLICATIONS (HALF SAMPLING) 8.1. Bootstrap estimate of standard deviation 62 8.2. Half sample estimate of standard deviation 62 8.3. Balanced repeated replications 64 8.4. Complementary balanced half samples 65 8.5. Some possible alternative methods 66 Chapter 9 69 RANDOM SUBSAMPLING 9.1. m estimates 69 9.2. The typical value theorem 70 9.3. Random subsampling 71 9.4. Resampling asymptotics 72 9.5. Random subsampling for other problems 73 CONTENTS v Chapter 10 75 NONPARAMETRIC CONFIDENCE INTERVALS 10.1 The median 75 10.2. Typical value theorem for the median 76 10.3. Bootstrap theory for the median 77 10.4. The percentile method 78 10.5. Percentile method for the median 80 10.6. Bayesian justification of the percentile method 81 10.7. The bias corrected percentile method 82 10.8. Typical value theory and the percentile method 84 10.9. The percentile method for w estimates 87 10.10. Bootstrap t and tilting 87 References 91
any_adam_object	1
author	Efron, Bradley 1938-
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dewey-full	519.5/44
dewey-hundreds	500 - Natural sciences and mathematics
dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.5/44
dewey-search	519.5/44
dewey-sort	3519.5 244
dewey-tens	510 - Mathematics
discipline	Mathematik Wirtschaftswissenschaften
edition	4. print.
format	Book
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indexdate	2024-12-20T12:48:18Z
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isbn	0898711797
language	English
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physical	VII, 92 S.
publishDate	1982
publishDateSearch	1986
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publisher	Soc. for Industrial and Applied Math.
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series	CBMS-NSF regional conference series in applied mathematics
series2	CBMS-NSF regional conference series in applied mathematics
spellingShingle	Efron, Bradley 1938- The jackknife, the bootstrap and other resampling plans CBMS-NSF regional conference series in applied mathematics Nichtparametrische Statistik (DE-588)4226777-8 gnd Varianz (DE-588)4078739-4 gnd Schätzung (DE-588)4193791-0 gnd Jackknife-Schätzung (DE-588)4385173-3 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Varianzanalyse (DE-588)4187413-4 gnd
subject_GND	(DE-588)4226777-8 (DE-588)4078739-4 (DE-588)4193791-0 (DE-588)4385173-3 (DE-588)4139168-8 (DE-588)4203980-0 (DE-588)4187413-4 (DE-588)1071861417
title	The jackknife, the bootstrap and other resampling plans
title_auth	The jackknife, the bootstrap and other resampling plans
title_exact_search	The jackknife, the bootstrap and other resampling plans
title_full	The jackknife, the bootstrap and other resampling plans
title_fullStr	The jackknife, the bootstrap and other resampling plans
title_full_unstemmed	The jackknife, the bootstrap and other resampling plans
title_short	The jackknife, the bootstrap and other resampling plans
title_sort	the jackknife the bootstrap and other resampling plans
topic	Nichtparametrische Statistik (DE-588)4226777-8 gnd Varianz (DE-588)4078739-4 gnd Schätzung (DE-588)4193791-0 gnd Jackknife-Schätzung (DE-588)4385173-3 gnd Bootstrap-Statistik (DE-588)4139168-8 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Varianzanalyse (DE-588)4187413-4 gnd
topic_facet	Nichtparametrische Statistik Varianz Schätzung Jackknife-Schätzung Bootstrap-Statistik Nichtparametrische Schätzung Varianzanalyse Konferenzschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015320860&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV000016696
work_keys_str_mv	AT efronbradley thejackknifethebootstrapandotherresamplingplans

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