Subsampling by Dimitris N Politis

Subsampling by Dimitris N Politis

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Résumé

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.

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Subsampling by Dimitris N Politis

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. The primary goal of this book is to lay some of the foundation for subsampling methodology and related methods.
"The book is one of the most comprehensive texts in the subsampling realm and provides a solid background for researchers working in the related areas of statistics"
V.V. Fedorov in "Short Book Reviews", Vol. 21/1, April 2001

Tucker S. McElroy is Senior Time Series Mathematical Statistician at the U.S. Census Bureau, where he has contributed to developing time series research and software for the last 15 years. He has published more than 80 papers and is a recipient of the Arthur S. Flemming award (2011).

Dimitris N. Politis is Distinguished Professor of Mathematics at the University of California at San Diego, where he is also serving as Associate Director of the Halıcıoğlu Data Science Institute. He has co-authored two research monographs and more than 100 journal papers. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (2009-2011) and is Co-Editor of the Journal of Time Series Analysis.

SKU Non disponible
ISBN 13 9781461271901
ISBN 10 1461271908
Titre Subsampling
Auteur Dimitris N Politis
Série Springer Series In Statistics
État Non disponible
Type de reliure Paperback
Éditeur Springer-Verlag New York Inc.
Année de publication 2012-10-30
Nombre de pages 348
Note de couverture La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note Non disponible