Join BookitisSave favorites, build lists, and follow creators.

Subsampling

Work detail

Bookitis Pick
Cover for Subsampling
S
Image source: Open Library
Dimitris N. PolitisMichael WolfJoseph P. RomanoFirst published 19992 editions

"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.

Overview

Shared work-level identity and catalog context.

First publish date 19993 credited authorsSearch language english

Bookitis keeps work pages focused on the shared book identity and the editions that actually belong to it. Unrelated books should not appear here as primary content.

Contributors

People credited with this work in the active catalog.

  • Dimitris N. Politis

    Author profile in the active Bookitis catalog

    Open Author
  • Michael Wolf

    Author profile in the active Bookitis catalog

    Open Author
  • Joseph P. Romano

    Author profile in the active Bookitis catalog

    Open Author

Editions

Publication-specific versions linked to this work only.