Dimitris N. Politis, Joseph P. Romano, Michael Wolf

Subsampling (eBook, PDF)

• Format: PDF

Produktbeschreibung

Subsampling is an important research area in nonparametric statistics, and is of interest to statisticians in many different areas.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 348
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9781461215547
• Artikelnr.: 44178969

Autorenporträt

Dimitris N. Politis is Professor of Mathematics and Adjunct Professor of Economics at the University of California, San Diego. His research interests include Time Series Analysis, Resampling and Subsampling, Nonparametric Function Estimation, and Model-free Prediction. He has served as Editor of the IMS Bulletin (2010-2013), Co-Editor of the Journal of Time Series Analysis (2013-present), Co-Editor of the Journal of Nonparametric Statistics (2008-2011), and as Associate Editor for several journals including Bernoulli, the Journal of the American Statistical Association, and the Journal of the Royal Statistical Society, Series B. He is a fellow of the Institute of Mathematical Statistics (IMS) and the American Statistical Association, former fellow of the John Simon Guggenheim Memorial Foundation, and co-founder (with M. Akritas and S.N. Lahiri) of the International Society for NonParametric Statistics.

Inhaltsangabe

I Basic Theory.- 1 Bootstrap Sampling Distributions.- 2 Subsampling in the I.I.D. Case.- 3 Subsampling for Stationary Time Series.- 4 Subsampling for Nonstationary Time Series.- 5 Subsampling for Random Fields.- 6 Subsampling Marked Point Processes.- 7 Confidence Sets for General Parameters.- II Extensions, Practical Issues, and Applications.- 8 Subsampling with Unknown Convergence Rate.- 9 Choice of the Block Size.- 10 Extrapolation, Interpolation, and Higher-Order Accuracy.- 11 Subsampling the Mean with Heavy Tails.- 12 Subsampling the Autoregressive Parameter.- 13 Subsampling Stock Returns.- Appendices.- A Some Results on Mixing.- B A General Central Limit Theorem.- References.- Index of Names.- Index of Subjects.

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