Contributions

  • Romano, Joseph P., 1960- - Contributor
  • Wolf, Michael, 1960- - Contributor

Publication

1999 - Springer, New York, New York (State)

Language

English

Word Count

86,750 words, Guess

Page Count

347 pages

Identifiers

  • Open LibraryOL32924M
  • ISBN-100387988548
  • OCLC Control Number41070657
  • Library of Congress Control Number99015017
  • LibraryThing8138571
and 1 more
  • Goodreads1172844

Classifications

  • DDC519.5/44
  • LCCQA276.7 .P646 1999

Description

"The goal of this book is to provide a rigorous foundation for the theory and practice of subsampling. The asymptotic consistency of subsampling distribution estimation is shown under extremely weak conditions, including cases where the bootstrap fails. Consistent estimation of the sampling distribution of a statistic allows for the construction of asymptotically valid inferential procedures, such as confidence intervals and hypothesis tests. The crux of the method relies on recomputing a statistic over appropriate subsamples of the data, and using these recomputed values to build up a sampling distribution." "Readers are assumed to have a background roughly equivalent to a first-year graduate course in theoretical statistics. A large number of examples should make the book of interest to graduate students, researchers, and practitioners alike."--BOOK JACKET.

Subjects

Series Statement

  • Springer series in statistics

Other Editions

  • SubsamplingSpringer1999-01-01

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