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Subsampling (eBook, PDF) - Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
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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. This book sets out to lay some of the foundations for subsampling methodology and related methods.

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Produktbeschreibung
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. This book sets out to lay some of the foundations for subsampling methodology and related methods.

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Autorenporträt
Joseph P. Romano is Professor of Statistics at Stanford University. He is a recipient of a Presidential Young Investigator Award and a Fellow of the Institute of Mathematical Statistics.
Rezensionen
"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