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The Bootstrap and Edgeworth Expansion
von Peter Hall
Verlag: Springer New York
Reihe: Springer Series in Statistics
Gebundene Ausgabe
ISBN: 978-0-387-97720-1
Auflage: 1992
Erschienen am 09.01.1992
Sprache: Englisch
Format: 241 mm [H] x 160 mm [B] x 26 mm [T]
Gewicht: 723 Gramm
Umfang: 372 Seiten

Preis: 149,79 €
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Inhaltsverzeichnis
Klappentext

1: Principles of Bootstrap Methodology.- 2: Principles of Edgeworth Expansion.- 3: An Edgeworth View of the Bootstrap.- 4: Bootstrap Curve Estimation.- 5: Details of Mathematical Rigour.- Appendix I: Number and Sizes of Atoms of Nonparametric Bootstrap Distribution.- Appendix II: Monte Carlo Simulation.- II.1 Introduction.- II.2 Uniform Resampling.- II.3 Linear Approximation.- II.4 Centring Method.- II.5 Balanced Resampling.- II.6 Antithetic Resampling.- II.7 Importance Resampling.- II.7.1 Introduction.- II.7.2 Concept of Importance Resampling.- II.7.3 Importance Resampling for Approximating Bias, Variance, Skewness, etc..- II.7.4 Importance Resampling for a Distribution Function.- II.8 Quantile Estimation.- Appendix III: Confidence Pictures.- Appendix IV: A Non-Standard Example: Quantite Error Estimation.- IV. 1 Introduction.- IV.2 Definition of the Mean Squared Error Estimate.- IV.3 Convergence Rate of the Mean Squared Error Estimate.- IV.4 Edgeworth Expansions for the Studentized Bootstrap Quantile Estimate.- Appendix V: A Non-Edgeworth View of the Bootstrap.- References.- Author Index.



This monograph addresses two quite different topics, in the belief that each can shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. Chapter 1 is about the bootstrap, witih almost no mention of Edgeworth expansion; Chapter 2 is about Edgeworth expansion, with scarcely a word about the bootstrap; and Chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properites of the bootstrap. The book is aimed a a graduate level audience who has some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter (entitled "Details of Mathematical Rogour"), and so a mathematically able reader without knowledge of the rigorous theory of probability will have no trouble understanding the first four-fifths of the book. The book simultaneously fills two gaps in the literature; it provides a very readable graduate level account of the theory of Edgeworth expansion, and it gives a detailed introduction to the theory of bootstrap methods.


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