Bootstrap Methods and Their Application

ISBN-10: 0521574714

ISBN-13: 9780521574716

Edition: 1997

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Description:

Bootstrap methods are computer-intensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This book gives a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. S-Plus programs for implementing the methods described in the text are available from the supporting website.
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Book details

List price: $99.99
Copyright year: 1997
Publisher: Cambridge University Press
Publication date: 10/28/1997
Binding: Paperback
Pages: 594
Size: 0.70" wide x 10.25" long x 1.25" tall
Weight: 2.904
Language: English

Introduction
The basic bootstraps
Further ideas
Tests
Confidence intervals
Regression models
Further topics in regression
Complex dependence
Improved calculation
Semiparametric likelihood inference
Computer implementation
Appendix
Cumulant calculations
Bibliography
Index
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