Synopses & Reviews
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.
Review
"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
Synopsis
Subsampling is an important research area in nonparametric statistics, and is of interest to statisticians in many different areas.
Table of Contents
Bootstrap Sampling Distributions.- Subsampling in the IID Case.- Stationary Time Series.- Nonstationary Time Series.- Subsampling for Random Fields.- Subsampling Marked Point Processes.- Confidence Sets for General Parameters.- Extrapolation and Higher-Order Accuracy.- Subsampling with Unknown Rate.- Subsampling the Mean with Heavy Tails.- Subsampling the Autoregressive Root.- Choice of the Block Size.- Simulation Studies.- Subsampling Stock Returns.