Subsampling

by Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael

• ISBN13: 9780387988542
• ISBN10: 0387988548
• Format: Hardcover
• Copyright: 1999-08-01
• Publisher: Springer Verlag

Summary

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.

Author Biography

Dimitris N. Politis is Associate Professor of Mathematics at the University of California, San Diego.

Table of Contents

Preface

Bootstrap Sampling Distributions

Subsampling in the I.I.D. Case

Subsampling for Stationary Time Series

Subsampling for Nonstationary Time Series

Subsampling for Random Fields

Subsampling Marked Point Processes

Confidence Sets for General Parameters

Subsampling with Unknown Convergence Rate

Choice of the Block Size

Extrapolation, Interpolation, and Higher-Order Accuracy

Subsampling the Mean with Heavy Tails

Subsampling the Autoregressive Parameter

Subsampling Stock Returns

Some Results on Mixing

A General Central Limit Theorem

References

Bibliography

Index of Names

Index of Subjects

Table of Contents provided by Blackwell. All Rights Reserved.