Bootstrap and Edgeworth Expansion (e-bog) af Hall, Peter
Hall, Peter (forfatter)

Bootstrap and Edgeworth Expansion e-bog

1021,49 DKK (inkl. moms 1276,86 DKK)
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; a...
E-bog 1021,49 DKK
Forfattere Hall, Peter (forfatter)
Forlag Springer
Udgivet 1 december 2013
Genrer Probability and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781461243847
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 "e;Details of Mathematical Rogour"e;), 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.