Exploring the Limits of Bootstrap PDF Download

Author: Raoul LePage
Publisher: John Wiley & Sons
ISBN: 9780471536314
Category : Mathematics
Languages : en
Pages : 462

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Book Description
Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.

Author: Raoul LePage
Publisher: John Wiley & Sons
ISBN: 0471536318
Category : Mathematics
Languages : en
Pages : 450

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Book Description
Explores the application of bootstrap to problems that place unusual demands on the method. The bootstrap method, introduced by Bradley Efron in 1973, is a nonparametric technique for inferring the distribution of a statistic derived from a sample. Most of the papers were presented at a special meeting sponsored by the Institute of Mathematical Statistics and the Interface Foundation in May, 1990.

Author: Michael R. Chernick
Publisher: John Wiley & Sons
ISBN: 1118211596
Category : Mathematics
Languages : en
Pages : 337

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Book Description
A practical and accessible introduction to the bootstrap method——newly revised and updated Over the past decade, the application of bootstrap methods to new areas of study has expanded, resulting in theoretical and applied advances across various fields. Bootstrap Methods, Second Edition is a highly approachable guide to the multidisciplinary, real-world uses of bootstrapping and is ideal for readers who have a professional interest in its methods, but are without an advanced background in mathematics. Updated to reflect current techniques and the most up-to-date work on the topic, the Second Edition features: The addition of a second, extended bibliography devoted solely to publications from 1999–2007, which is a valuable collection of references on the latest research in the field A discussion of the new areas of applicability for bootstrap methods, including use in the pharmaceutical industry for estimating individual and population bioequivalence in clinical trials A revised chapter on when and why bootstrap fails and remedies for overcoming these drawbacks Added coverage on regression, censored data applications, P-value adjustment, ratio estimators, and missing data New examples and illustrations as well as extensive historical notes at the end of each chapter With a strong focus on application, detailed explanations of methodology, and complete coverage of modern developments in the field, Bootstrap Methods, Second Edition is an indispensable reference for applied statisticians, engineers, scientists, clinicians, and other practitioners who regularly use statistical methods in research. It is also suitable as a supplementary text for courses in statistics and resampling methods at the upper-undergraduate and graduate levels.

Author: Cheng-Few Lee
Publisher: Elsevier
ISBN: 0080543979
Category : Social Science
Languages : en
Pages : 345

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Book Description
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.

Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532087
Category : Business & Economics
Languages : en
Pages : 406

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Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Author: Teresa A. Oliveira
Publisher: Springer
ISBN: 3319766058
Category : Mathematics
Languages : en
Pages : 392

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Book Description
This book provides an overview of the latest developments in the field of risk analysis (RA). Statistical methodologies have long-since been employed as crucial decision support tools in RA. Thus, in the context of this new century, characterized by a variety of daily risks - from security to health risks - the importance of exploring theoretical and applied issues connecting RA and statistical modeling (SM) is self-evident. In addition to discussing the latest methodological advances in these areas, the book explores applications in a broad range of settings, such as medicine, biology, insurance, pharmacology and agriculture, while also fostering applications in newly emerging areas. This book is intended for graduate students as well as quantitative researchers in the area of RA.

Author: Samuel M. Scheiner
Publisher: Oxford University Press
ISBN: 0198030223
Category : Science
Languages : en
Pages : 432

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Book Description
Ecological research and the way that ecologists use statistics continues to change rapidly. This second edition of the best-selling Design and Analysis of Ecological Experiments leads these trends with an update of this now-standard reference book, with a discussion of the latest developments in experimental ecology and statistical practice. The goal of this volume is to encourage the correct use of some of the more well known statistical techniques and to make some of the less well known but potentially very useful techniques available. Chapters from the first edition have been substantially revised and new chapters have been added. Readers are introduced to statistical techniques that may be unfamiliar to many ecologists, including power analysis, logistic regression, randomization tests and empirical Bayesian analysis. In addition, a strong foundation is laid in more established statistical techniques in ecology including exploratory data analysis, spatial statistics, path analysis and meta-analysis. Each technique is presented in the context of resolving an ecological issue. Anyone from graduate students to established research ecologists will find a great deal of new practical and useful information in this current edition.

Author: Sam Scheiner
Publisher: CRC Press
ISBN: 1000152960
Category : Mathematics
Languages : en
Pages : 445

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Book Description
The goal of this book is to make some underutilized but potentially very useful methods in experimental design and analysis available to ecologists, and to encourage better use of standard statistical techniques. Ecology has become more and more an experimental science in both basic and applied work,but experiments in the field and in the laboratory often present formidable statistical difficulties. Organized around providing solutions to ecological problems, this book offers ways to improve the statistical aspects of conducting manipulative ecological experiments, from setting them up to interpreting and reporting the results. An abundance of tools, including advanced approaches, are made available to ecologists in step-by-step examples, with computer code provided for common statistical packages. This is an essential how-to guide for the working ecologist and for graduate students preparing for research and teaching careers in the field of ecology.

Author: Manfred Mudelsee
Publisher: Springer
ISBN: 3319044508
Category : Science
Languages : en
Pages : 477

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Book Description
Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. “....comprehensive mathematical and statistical summary of time-series analysis techniques geared towards climate applications...accessible to readers with knowledge of college-level calculus and statistics.” (Computers and Geosciences) “A key part of the book that separates it from other time series works is the explicit discussion of time uncertainty...a very useful text for those wishing to understand how to analyse climate time series.” (Journal of Time Series Analysis) “...outstanding. One of the best books on advanced practical time series analysis I have seen.” (David J. Hand, Past-President Royal Statistical Society)

Author: Subir Ghosh
Publisher: CRC Press
ISBN: 9780824700522
Category : Mathematics
Languages : en
Pages : 692

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Book Description
"Describes recent developments and surveys important topics in the areas of multivariate analysis, design of experiments, and survey sampling. Features the work of nearly 50 international leaders."