Springer Series in Statistics

Resampling Methods for Dependent Data

Authors: Lahiri, S. N.

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eBook 96,29 €
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  • ISBN 978-1-4757-3803-2
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Hardcover 176,79 €
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  • ISBN 978-0-387-00928-5
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Softcover 124,79 €
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About this book

This is a book on bootstrap and related resampling methods for temporal and spatial data exhibiting various forms of dependence. Like the resam­ pling methods for independent data, these methods provide tools for sta­ tistical analysis of dependent data without requiring stringent structural assumptions. This is an important aspect of the resampling methods in the dependent case, as the problem of model misspecification is more preva­ lent under dependence and traditional statistical methods are often very sensitive to deviations from model assumptions. Following the tremendous success of Efron's (1979) bootstrap to provide answers to many complex problems involving independent data and following Singh's (1981) example on the inadequacy of the method under dependence, there have been several attempts in the literature to extend the bootstrap method to the dependent case. A breakthrough was achieved when resampling of single observations was replaced with block resampling, an idea that was put forward by Hall (1985), Carlstein (1986), Kiinsch (1989), Liu and Singh (1992), and others in various forms and in different inference problems. There has been a vig­ orous development in the area of res amp ling methods for dependent data since then and it is still an area of active research. This book describes various aspects of the theory and methodology of resampling methods for dependent data developed over the last two decades. There are mainly two target audiences for the book, with the level of exposition of the relevant parts tailored to each audience.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook 96,29 €
price for Spain (gross)
  • ISBN 978-1-4757-3803-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 176,79 €
price for Spain (gross)
  • ISBN 978-0-387-00928-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 124,79 €
price for Spain (gross)
  • ISBN 978-1-4419-1848-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Resampling Methods for Dependent Data
Authors
Series Title
Springer Series in Statistics
Copyright
2003
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-1-4757-3803-2
DOI
10.1007/978-1-4757-3803-2
Hardcover ISBN
978-0-387-00928-5
Softcover ISBN
978-1-4419-1848-2
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XIV, 374
Topics