Ebook: Bootstrapping and Related Techniques: Proceedings of an International Conference, Held in Trier, FRG, June 4–8, 1990
- Tags: Economic Theory, Probability Theory and Stochastic Processes, Statistics general, Mathematical and Computational Biology, Physiological Cellular and Medical Topics
- Series: Lecture Notes in Economics and Mathematical Systems 376
- Year: 1992
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English
- pdf
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
Content:
Front Matter....Pages I-VIII
Front Matter....Pages 1-1
Principles for Generating Non-Uniform Random Numbers....Pages 3-12
Special methods for pseudorandom number generation....Pages 13-19
Front Matter....Pages 21-21
Designing Bootstrap Prediction Regions....Pages 23-30
The Generalized Bootstrap....Pages 31-37
Simulation-Based Multiple Comparisons: Background, Philosophy, and Extensions to the Multivariate General Linear Model....Pages 39-45
Applications of Monte Carlo Methods in Spatial and Image Analysis....Pages 47-53
Front Matter....Pages 55-55
Confidence Bands for Probability Distributions on Vapnik-Chervonenkis Classes of Sets in Arbitrary Sample Spaces Using the Bootstrap....Pages 57-61
Bootstrap Confidence Bands....Pages 63-70
Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysis....Pages 71-75
Front Matter....Pages 77-77
Permutation Versus Bootstrap Significance Tests in Multiple Regression and Anova....Pages 79-85
Nonparametric Bootstrap Tests: Some Applications....Pages 87-92
A Class of Combinations of Dependent Tests by a Resampling Procedure....Pages 93-97
Front Matter....Pages 99-99
A Bootstrap Approach for Nonlinear Autoregressions Some Preliminary Results....Pages 101-105
Bootstrap procedures for AR (?) — processes....Pages 107-113
Bootstrapping Some Statistics Useful in Identifying ARMA Models....Pages 115-119
Bootstrap Approximations to Prediction Intervals for Explosive Ar(1)-Processes....Pages 121-130
Front Matter....Pages 131-131
Search for a Break in the Portuguese GDP 1833–1985 with Bootstrap Methods....Pages 133-142
One-Step Bootstrapping in Generalized Linear Models....Pages 143-147
Bootstrap for Mean and Covariance Structure Models....Pages 149-155
Front Matter....Pages 157-157
On The Bayesian Bootstrap....Pages 159-163
Front Matter....Pages 157-157
Bootstrapping the Sample Quantile: A Survey....Pages 165-172
Bootstrapping Conditional Curves....Pages 173-180
Resampling Stochastic Processes using a Bootstrap Approach....Pages 181-185
Front Matter....Pages 187-187
Exploring Heterogeneous Risk Structure: Comparison of a Bootstrapped Model Selection and Nonparametric Classification Technique....Pages 189-195
Bootstrapping Current Life Table Estimators....Pages 197-201
Jackknifing Estimators of a Common Odds Ratio from Several 2?2 Tables....Pages 203-212
An Application of the Bootstrap in Clinical Chemistry....Pages 213-217
Front Matter....Pages 219-219
Computer Aided Simulation Analysis (Casa) in Order to Test Cost-Effectiveness of Drugs Using the Example of Ceftriaxone (RocephinR)....Pages 221-226
Some Modelling and Simulation Issues Related to Bootstrapping....Pages 227-232
Supercomputers for Monte Carlo Simulation: Cross-Validation Versus Rao’s Test in Multivariate Regression....Pages 233-245
Back Matter....Pages 247-252
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
Content:
Front Matter....Pages I-VIII
Front Matter....Pages 1-1
Principles for Generating Non-Uniform Random Numbers....Pages 3-12
Special methods for pseudorandom number generation....Pages 13-19
Front Matter....Pages 21-21
Designing Bootstrap Prediction Regions....Pages 23-30
The Generalized Bootstrap....Pages 31-37
Simulation-Based Multiple Comparisons: Background, Philosophy, and Extensions to the Multivariate General Linear Model....Pages 39-45
Applications of Monte Carlo Methods in Spatial and Image Analysis....Pages 47-53
Front Matter....Pages 55-55
Confidence Bands for Probability Distributions on Vapnik-Chervonenkis Classes of Sets in Arbitrary Sample Spaces Using the Bootstrap....Pages 57-61
Bootstrap Confidence Bands....Pages 63-70
Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysis....Pages 71-75
Front Matter....Pages 77-77
Permutation Versus Bootstrap Significance Tests in Multiple Regression and Anova....Pages 79-85
Nonparametric Bootstrap Tests: Some Applications....Pages 87-92
A Class of Combinations of Dependent Tests by a Resampling Procedure....Pages 93-97
Front Matter....Pages 99-99
A Bootstrap Approach for Nonlinear Autoregressions Some Preliminary Results....Pages 101-105
Bootstrap procedures for AR (?) — processes....Pages 107-113
Bootstrapping Some Statistics Useful in Identifying ARMA Models....Pages 115-119
Bootstrap Approximations to Prediction Intervals for Explosive Ar(1)-Processes....Pages 121-130
Front Matter....Pages 131-131
Search for a Break in the Portuguese GDP 1833–1985 with Bootstrap Methods....Pages 133-142
One-Step Bootstrapping in Generalized Linear Models....Pages 143-147
Bootstrap for Mean and Covariance Structure Models....Pages 149-155
Front Matter....Pages 157-157
On The Bayesian Bootstrap....Pages 159-163
Front Matter....Pages 157-157
Bootstrapping the Sample Quantile: A Survey....Pages 165-172
Bootstrapping Conditional Curves....Pages 173-180
Resampling Stochastic Processes using a Bootstrap Approach....Pages 181-185
Front Matter....Pages 187-187
Exploring Heterogeneous Risk Structure: Comparison of a Bootstrapped Model Selection and Nonparametric Classification Technique....Pages 189-195
Bootstrapping Current Life Table Estimators....Pages 197-201
Jackknifing Estimators of a Common Odds Ratio from Several 2?2 Tables....Pages 203-212
An Application of the Bootstrap in Clinical Chemistry....Pages 213-217
Front Matter....Pages 219-219
Computer Aided Simulation Analysis (Casa) in Order to Test Cost-Effectiveness of Drugs Using the Example of Ceftriaxone (RocephinR)....Pages 221-226
Some Modelling and Simulation Issues Related to Bootstrapping....Pages 227-232
Supercomputers for Monte Carlo Simulation: Cross-Validation Versus Rao’s Test in Multivariate Regression....Pages 233-245
Back Matter....Pages 247-252
....
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