Resampling methods for dependent data / S N Lahiri
Material type:
TextPublication details: New York : Springer, 2004Description: xiv, 374p, 23cmISBN: - 0387009280
- 519.54 LAH
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
Book
|
Calcutta | 519.54 LAH (Browse shelf(Opens below)) | Available | IIMC-119799 |
This book gives a detailed account of bootstrap methods and their properties for dependent data, covering a wide range of topics such as block bootstrap methods, bootstrap methods in the frequency domain, resampling methods for long-range dependent data, and resampling methods for spatial data. The first five chapters the book treat the theory and applications of block bootstrap methods at the level of a graduate text. The rest of the book is written .as a research monograph, with frequent references to the literature, but mostly at a level accessible to grade students familiar with basic concepts in statistics. Supplemental background material is added in the discussion of such important issues as second-order properties of bootstrap methods, bootstrap under long-range dependence, and trap for extremes and heavy tailed dependent data.
There are no comments on this title.