
The Jackknife, the Bootstrap and Other Resampling Plans
Bradley Efron(Author)
Society for Industrial & Applied Mathematics,U.S. (Publisher)
Published on 31. July 1982
Book
Paperback/Softback
99 pages
978-0-89871-179-0 (ISBN)
Description
The jackknife and the bootstrap are nonparametric methods for assessing the errors in a statistical estimation problem. They provide several advantages over the traditional parametric approach: the methods are easy to describe and they apply to arbitrarily complicated situations; distribution assumptions, such as normality, are never made.
This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples.
The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.
This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples.
The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.
More details
Series
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Product notice
Paperback (trade)
Dimensions
Height: 252 mm
Width: 172 mm
Thickness: 8 mm
Weight
184 gr
ISBN-13
978-0-89871-179-0 (9780898711790)
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Schweitzer Classification
Content
The Jackknife Estimate of Bias
The Jackknife Estimate of Variance
Bias of the Jackknife Variance Estimate
The Bootstrap
The Infinitesimal Jackknife
The Delta Method and the Influence Function
Cross-Validation, Jackknife and Bootstrap
Balanced Repeated Replications (Half-Sampling)
Random Subsampling
Nonparametric Confidence Intervals.
The Jackknife Estimate of Variance
Bias of the Jackknife Variance Estimate
The Bootstrap
The Infinitesimal Jackknife
The Delta Method and the Influence Function
Cross-Validation, Jackknife and Bootstrap
Balanced Repeated Replications (Half-Sampling)
Random Subsampling
Nonparametric Confidence Intervals.