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Efron B., Tibshirani R. — An introduction to bootstrap
Efron B., Tibshirani R. — An introduction to bootstrap

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Название: An introduction to bootstrap

Авторы: Efron B., Tibshirani R.

Аннотация:

Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.


Язык: en

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1993

Количество страниц: 456

Добавлена в каталог: 05.12.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
$BC_{a}$- Bias-corrected accelerated, definition      185 401
$BC_{a}$- Bias-corrected accelerated, non-monotonicity      200
$BC_{a}$- Bias-corrected accelerated, percentile interval      178—201 216—217
$C_{p}$ statistic      242
ABC (approximate bootstrap confidence) intervals      188 328 378 400 401
Abramovitch, L.      335 413
Acceleration constant in one-parameter models      327
Acceleration constant, definition      186
Acceleration constant, two sample version      216
Accuracy of a confidence point      187 321
Adaptive estimation      258—270
Adjusted residual sum of squares      242
AIC- (Akaike's Information Criterion)      242
Akaike's information criterion (AIC)      242
Akaike, H.      255 413
Algorithm, bootstrap calibration      265
Algorithm, bootstrap hypothesis testing      221 224 232
Algorithm, bootstrap sampling      47
Algorithm, least median of squares regression      122
Algorithm, permutation test      208
Algorithm, variance stabilized bootstrap-t confidence point      164
Allen, D.M.      255 413
Anderson, T.W.      81 413
Antithetic sampling      356
Applications, aspirin      2—6
Applications, bioequivalence      126 372—391
Applications, cell survival      115—116
Applications, compliance (cholostyramine)      72
Applications, duodenal ulcer      243—247
Applications, hormone patch      127
Applications, law school      19
Applications, lutenizing hormone      92
Applications, mouse      11
Applications, spatial test      180
Applications, stamp thicknesses      227—233
Applications, test score data      62 143
Applications, tooth strengths      191
Approximate bootstrap, confidence (ABC) interval      188 328 378 400 401
Approximate bootstrap, quadratic ABC      333
Approximate likelihoods      358—371
Approximate pivot methods      362
Aspirin study      2—6
Assessing the error in bootstrap estimates      271—282
Asymptotic behavior of confidence points      187 321
Asymptotic result      154
Auto-regressive time series model      92—98
Automatic variance stabilization      163—166
Bai, C.      389 391 413
Balanced resampling      348
Barnard, G.A.      233 413
Barndorff-Neilson, O.E.      299 413
Baron Munchausen      5
Bayesian bootstrap      395
Bayesian information criterion (BIC)      242
Becker, R.      399 413
Beckman, R.M.      356 421
Behrens, B.-U.      234 413
Beran, R.      56 81 233 269 335 413 414
Bernoulli distribution      29
Besag, J.      234 414
Bias      124—140 142—153
Bias, bootstrap estimate of      124—132
Bias, correction      138
Bias, definition      124
Bias, infinitesimal jackknife estimate of      293
Bias, jackknife estimate of      133 141—152
Bias-corrected accelerated definition      185 401
Bias-corrected accelerated non-monotonicity      200
Bias-corrected accelerated percentile interval ($BC_{a}$)      178—201 216—217
Bibby, J.M.      61 62 81 420
BIC- (Bayesian Information Criterion)      242
Bickel, P.J.      121 335 389 391 397 413 414
Binomial distribution      16 22 41—42
Bioequivalence      126 372—391
Bivariate normal distribution      54 58 181—182 377
Boos, D.      371 414
Bootstrap      46
Bootstrap "table"      159—160
Bootstrap, algorithm      47
Bootstrap, estimate of standard error      45—48
Bootstrap, hypothesis test      220—236
Bootstrap, ideal estimate      46 49
Bootstrap, nonparametric      47
Bootstrap, number of replications B      50—53 271 282
Bootstrap, origin of name      5
Bootstrap, parametric      48 53—55 306
Bootstrap, partial likelihood      364
Bootstrap, relationship with jackknife, infinitesimal jackknife, delta method      145—148 283—295 307—320
Bootstrap, replication      13 46 50—53
Bootstrap, sample      45
Bootstrap, sample size      51—52 271—282
Bootstrap, sampling      45
Bootstrap, schematic picture of      87 91 138
Bootstrap, simple description of      5 12—15
Bootstrap, smooth      231
Bootstraps interval      160—167
Bowman, A.      268 419
Box, G.E.      101 414
Boxplot      70
Breiman, L.      244 255 257 414
Bruce, P.      56 423
Buckland, S.T.      335 414
Buja, A.      xv 319
Calibration, of a confidence point      263—270 334 388
Carlstein, E.      103 414
CART (Classification and regression tree) method      243—246 257
Central limit theorem      40
Chambers, J.      399 413 414
Chatfield, C.      102 414
Classification and regression tree (CART) method      243—246 257
Classification problem      236
Cleveland, W.S.      81 414
Clifford, P.      234 414
Cochran, W.G.      389 423
Coefficient of variation      44 52 273
Comparison of models      190—201 242—243
Complicated data structures      86—104
Components of variance      271—271
Computer programs      398—412
Confidence band for curve      268
Confidence interval, ABC      188 328 378 400 401
Confidence interval, accuracy      321
Confidence interval, bias-corrected accelerated ($BC_{a}$)      185 178—201 216—217 402
Confidence interval, bootstrap-t      160 324
Confidence interval, correctness      322
Confidence interval, coverage      154
Confidence interval, definition      154
Confidence interval, equal-tailed      156
Confidence interval, length      180
Confidence interval, percentile      170 168—177
Confidence interval, quadratic ABC      333
Confidence interval, relationship with hypothesis testing      156—159 214—218
Confidence interval, shape      180
Confidence interval, standard normal      154 168
Confidence interval, Student's t      158—159
Conover, W.J.      356 421
Control functions      340
Correction for skewness      326—327
Correctness of a confidence point      322
Correlated data      92—104
Correlation coefficient      34 49—51 54—55
Covariance matrix      61 63
Coverage accuracy      187 321
Coverage error      322
Cox, D.R.      234 299 319 369 395 413 414 415
Crawford, S.      255 415
Cross-validation, generalized      255
Cross-validation, k-fold      239—241
Cross-validation, leave-one out      239—241
Cubic smoothing spline      259—260
Curvature      330
Curve fitting      70—80 259—260
Davison A.C.      xv 356 366 371 397 415
DeCleve, K.      xv
Delete-d jackknife      149
Delta method      313—315
Density estimation      227 232 363 365
Density function      296
Dependence      396
Design matrix      106
Devroye, L.      57 415
Diaconis, P.      56 415
DiCiccio, T.J.      234 269 324 335 371 397 415 418
Diggle, P.      92 102 415
Directional data      397
Discrete distribution      24
Distribution function      22 296
Distribution function, nonparametric maximum likelihood estimate of      310
Distribution, Bernoulli      29
Distribution, binomial      22
Distribution, Gaussian (normal)      24—25 54 58 377
Distribution, Poisson      83
Do, K.A.      356 415
Double-blind study      2
Draper, N.      121 415
Ducharme, G.      56 81 397 413 415
Duodenal ulcer      243—247
Edgington, E.S.      218 415
Efficient computation of bootstrap estimates      338—357
Efron, B.      56 81 103 121 139 174 185 255 281 295 319 320 335 356 371 389 395 397 398 415 416
Eigenvalues of a matrix      63
Eigenvectors of a matrix      63
Empirical distribution function      32
Empirical distribution function as nonparametric maximim likelihood estimate      310
Empirical exponential family      318
Empirical likelihood      360
Equal-tailed confidence interval      156
Error rate estimation      237—255
Error, coverage      324
Error, prediction      237—257
Error, standard      11 39—44
Estimate      35
Estimating equation      397
Eubank, R.L.      81 268 417
Expectation      25
Exponential family model      316
Exponential model      304 313
Exponentially tilted distribution      235 353
Failure of the bootstrap      81
Faraway, J.      269 417
Feldman, D.      80 416
Fernholz, L.T.      319 417
Feucrverger, A.      397 417
Fieller's problem (ratio of means)      126—130 384—389
First-order accuracy      187 321
First-order correctness      187 321
Fisher information      305 307—308
Fisher's z-transformation      54 162
Fisher, N.I.      233 397 417
Fisher, R.      173 202 392
Frankel, M.R.      396 420
Freedman, D.A.      86 121 335 397 414 417 421
frequencies      22
Friedman, J.      244 414
Functional (plug-in) statistic      35 298
Gardner, M.L.      xv
Gaussian (normal) model      24—25 54 58 377
GCV (Generalized cross validation)      255
Generalized Cross-Validation (GCV)      255
Geometric representation of the bootstrap and jackknife      283—295
Giampaolo, C.      243 255 417
Gine, E.      335 417
Gleason, J.R.      356 417
Glinos, T.      xv
Godambe, V.P.      397 417
Golub, G.      63 255 417
Gong, G.      56 416
Graham, R.L.      356 417
Gray, A.      417
Gray, H.L.      150 417
Gross, S.      397 416
Group labels      206
Haerdle, W.      81 268 418 419
Hall, P.      xv 56 81 233 234 268 269 281 324 325 335 356 357 371 397 415 417 418 419
Hammersley, J.M.      356 418
Hampel, F.R.      319 396 418
Handscomb, D.C.      356 418
Hartigan, J.A.      56 335 419
Hastie, T.J.      xv 81 255 268 269 414 419 450
Hat matrix      255
Heart attacks      2
Heath, M.      255 417
Hesterberg, T.      xv 356 419
Hinkley, D.V.      56 150 233 234 319 335 356 371 397 414 415 417 419
Hope, A.C.A.      56 233 419
Huber, P.J.      319 419
Hyperplane      288
Hypothesis testing      156—159 202—219 220—236
Hypothesis testing, one-sample      224
Hypothesis testing, relationship with confidence intervals      156—159 214—218
Hypothesis testing, two-sample      202 220
i.i.d. (independent and identically distributed)      9 28
Ideal bootstrap estimate      46 49 251
Implied likelihood      367—370
Implied prior distribution      367
Importance sampling      349—352
Improved estimate of bias      130—133 342—346
Independence      26
Indicator function      9 26
Infinitesimal jackknife      290 293 301
Infinitesimal jackknife, relationship with bootstrap, delta method      290 292 307 315
Influence, components      299
Influence, empirical      290
Influence, function      299
Information, Fisher (expected)      305 307—308
Information, observed      305 307—308
Izenman, A.J.      234 419
Jackknife, delete-d      149
Jackknife, estimate of bias      133
Jackknife, estimate of variance (standard error)      136 141
Jackknife, failure of      148—149
Jackknife, influence values      142 216 290 300—301
Jackknife, positive      290 203—295 301
Jackknife, pseudo-values      145
Jackknife, relationship with bootstrap      145—148 287 307
Jackknife, replication      134 142
Jackknife-after-bootstrap      275—280
Jaeckel, L.      319 419
Jeffreys, H.      371 419
Jenkins, G.M.      102 414
Jhun, M.      269 415 417
John, P.W.M.      356 417
Johns, V.      354 356 419
Kendall, M.G.      281 420
Kent, J.T.      61 62 81 319 420
Kernel density estimation      227 363 365
Kiefer, J.      319 371 420
Kish, L.      396 420
Knuth, D.      iv 398 420
Kolaczyk, E.      371 420
Konishi, S.      335 420
Krewski, D.      397 420
Kuensch, H.      103 420
Kullback — Leibler distance      235
kurtosis      52 280 324
La Scala, B.      371 418
Lagrange multiplier      235
Laird, N.      397 420
Lamport, L.      iv 420
Lawless, J.      371 421
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