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Weighted Bootstrap

Name: Weighted Bootstrap
Brand: Springer-Verlag New York Inc.
SKU: 06793778
Price: 40398 HUF
Availability: InStock
Author: Philippe Barbe
ISBN: 9780387944784

Philippe Barbe

Patrice Bertail

Language

English

Book Paperback

Libristo code: 06793778

Publishers Springer-Verlag New York Inc., February 1995

INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal t... Full description

Libristo code: 06793778

271 b

40 398 Ft

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INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P when n is large, n LLd. from P and builds the empirical p.m. if one samples Xl ' ... , Xm n n -1 mn P T(P ) conditionally on := mn l: i =1 a ' then the behaviour of P m n,m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.