An Introduction to the Bootstrap

Couverture
CRC Press, 15 mai 1994 - 456 pages
Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.
 

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This is a very good introduction to boostrapping. Major techniques are clearly explained with pros and cons for their use. The reader has enough information to choose which solution to perform depending on his data. Some more advanced sections are clearly labelled as such. Basic statistical concepts are explained in the light of bootstrap, which is very useful.
Unfortunately it is now more than 15 years old, and that's a lot in the history of bootstrap. A refresh with new techniques would certainly be useful. A second issue is the examples. They are dramatically scarce and under-detailed.
Nonetheless it is a worthwhile reading if you want to begin with bootstrap.
 

Table des matières

The accuracy of a sample mean
10
Random samples and probabilities
17
The empirical distribution function and the plugin
31
Standard errors and estimated standard errors
39
The bootstrap estimate of standard error
45
some examples
60
More complicated data structures
86
Regression models
105
Crossvalidation and other estimates of prediction
237
Adaptive estimation and calibration
258
Assessing the error in bootstrap estimates
271
A geometrical representation for the bootstrap
283
An overview of nonparametric and parametric
296
Further topics in bootstrap confidence intervals
321
Efficient bootstrap computations
338
Approximate likelihoods
358

Estimates of bias
124
The jackknife
141
Confidence intervals based on bootstrap tables
153
Confidence intervals based on bootstrap
168
Better bootstrap confidence intervals
178
Permutation tests
202
Hypothesis testing with the bootstrap
220
Bootstrap bioeguivalence
372
Discussion and further topics
392
software for bootstrap computations
398
References
413
Author index
426
Droits d'auteur

Expressions et termes fréquents

Informations bibliographiques