Subsampling
Book information
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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. Uploaded by zhang. 1.Front Matter Pages i-xv 2.Basic Theory 1.Front Matter Pages 1-1 2. Bootstrap Sampling Distributions Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 3-38 3. Subsampling in the I.I.D. Case Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 39-64 4. Subsampling for Stationary Time Series Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 65-100 5. Subsampling for Nonstationary Time Series Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 101-119 6. Subsampling for Random Fields Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 120-137 7. Subsampling Marked Point Processes Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 138-158 8. Confidence Sets for General Parameters Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 159-170 3.Extensions, Practical Issues, and Applications 1.Front Matter Pages 171-171 2. Subsampling with Unknown Convergence Rate ◾Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 173-187 3. Choice of the Block Size Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 188-212 4. Extrapolation, Interpolation, and Higher-Order Accuracy Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 213-252 5. Subsampling the Mean with Heavy Tails Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 253-269 6. Subsampling the Autoregressive Parameter Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 270-290 7. Subsampling Stock Returns Dimitris N. Politis, Joseph P. Romano, Michael Wolf Pages 291-314 4.Back Matter Pages 315-348
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