Subsampling
Autor Dimitris N. Politis, Joseph P. Romano, Michael Wolfen Limba Engleză Paperback – 30 oct 2012
| Toate formatele și edițiile | Preț | Express |
|---|---|---|
| Paperback (1) | 750.38 lei 6-8 săpt. | |
| Springer – 30 oct 2012 | 750.38 lei 6-8 săpt. | |
| Hardback (1) | 1013.07 lei 6-8 săpt. | |
| Springer – 13 aug 1999 | 1013.07 lei 6-8 săpt. |
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Specificații
ISBN-13: 9781461271901
ISBN-10: 1461271908
Pagini: 368
Ilustrații: XV, 348 p.
Dimensiuni: 155 x 235 x 20 mm
Greutate: 0.56 kg
Ediția:Softcover reprint of the original 1st ed. 1999
Editura: Springer
Locul publicării:New York, NY, United States
ISBN-10: 1461271908
Pagini: 368
Ilustrații: XV, 348 p.
Dimensiuni: 155 x 235 x 20 mm
Greutate: 0.56 kg
Ediția:Softcover reprint of the original 1st ed. 1999
Editura: Springer
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
I Basic Theory.- 1 Bootstrap Sampling Distributions.- 2 Subsampling in the I.I.D. Case.- 3 Subsampling for Stationary Time Series.- 4 Subsampling for Nonstationary Time Series.- 5 Subsampling for Random Fields.- 6 Subsampling Marked Point Processes.- 7 Confidence Sets for General Parameters.- II Extensions, Practical Issues, and Applications.- 8 Subsampling with Unknown Convergence Rate.- 9 Choice of the Block Size.- 10 Extrapolation, Interpolation, and Higher-Order Accuracy.- 11 Subsampling the Mean with Heavy Tails.- 12 Subsampling the Autoregressive Parameter.- 13 Subsampling Stock Returns.- Appendices.- A Some Results on Mixing.- B A General Central Limit Theorem.- References.- Index of Names.- Index of Subjects.
Recenzii
"The book is one of the most comprehensive texts in the subsampling realm and provides a solid background for researchers working in the related areas of statistics."
V.V. Fedorov in "Short Book Reviews", Vol. 21/1, April 2001
V.V. Fedorov in "Short Book Reviews", Vol. 21/1, April 2001