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Bootstrap and Edgeworth Expansion

Name: Bootstrap and Edgeworth Expansion
Brand: Springer-Verlag New York Inc.
SKU: 01384063
Price: 154.29 EUR
Availability: InStock
Author: Peter Hall
ISBN: 9780387945088

Peter Hall

Language

English

Book Paperback

Libristo code: 01384063

Publishers Springer-Verlag New York Inc., March 1997

This monograph addresses two quite different topics, in the belief that each can shed light on the o... Full description

Libristo code: 01384063

374 b

154.29 €

301.76 лв

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This monograph addresses two quite different topics, in the belief that each can shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. Chapter 1 is about the bootstrap, witih almost no mention of Edgeworth expansion; Chapter 2 is about Edgeworth expansion, with scarcely a word about the bootstrap; and Chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properites of the bootstrap. The book is aimed a a graduate level audience who has some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter (entitled "Details of Mathematical Rogour"), and so a mathematically able reader without knowledge of the rigorous theory of probability will have no trouble understanding the first four-fifths of the book. The book simultaneously fills two gaps in the literature; it provides a very readable graduate level account of the theory of Edgeworth expansion, and it gives a detailed introduction to the theory of bootstrap methods.