Kniha Bootstrap Methods Gerhard Dikta

Bootstrap Methods

Autor: Gerhard Dikta
Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
2 457
This book provides a compact introduction to the bootstrap method. In addition to classical results...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2021
Stránek
272
EAN
9783030734794
ISBN
303073479X
Enbook ID
36992751
Hmotnost
576
Rozměry
160 x 241 x 20

Kompletní popis

This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time.The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.

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