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Авторизация |
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Поиск по указателям |
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Efron B., Tibshirani R. — An introduction to bootstrap |
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Предметный указатель |
Least favorable families 329 331—333 335—336
Least median of squares regression 117—120
Least squares regression 76 84 97 105—116
Leger, C. 82 269 420
Lehmann, E.L. 319 420
Lele, S. 397 420
Life, real meaning of 437
Likelihood function, based oil approximate pivot 362
Likelihood function, bootstrap partial 364
Likelihood function, conditional profile 369
Likelihood function, definition 303 358
Likelihood function, empirical 360
Likelihood function, implied 367
Likelihood function, marginal 359
Likelihood function, profile 359
Lin, D.Y. 319 420
Lindley, D.V. 367 420
Linear least squares regression 76 84 105—116
Linear model 76 84—85 105—116
Linear statistic 146 287 302
Linhart, H. 255 420
Liu, R.Y. 103 420
LMS (least median of squares) regression 117—120
Location statistic 161
Loess smoother (locally weighted regression) 70 77—79
Loh, W-Y. 268 335 420
Louis, T.A. 397 420
Lunneborg, C.E. xv 56 335 420
Mallows' statistic 242
Mallows, C. 255 420
Mardia, K.V. 61 62 81 421
Marnot, F.H.C. 56 233 421
Marron, S. 268 419
Martin, M.A. 335 397 415 418 421
Maximum eigenvalue problem 363—370
Maximum likelihood, nonparametric 310
Maximum likelihood, parametric 302
Maximum of a sample, bootstrap distribution of 81
McCarthy, P.J. 396 421
McKay, M.D. 356 421
Mean 158
Mean, confidence interval for 158 171—173
Mean, standard error of 10—15 39—44
Median 12—16 148
Median, confidence interval for 174
Millar, P.W. 233 414
Miller, R.G. 150 421
Model comparison 190—201 242—243
Modes- testing for number of 227—232
Monahan, J. 371 414
Monte Carlo estimate 52 338—358
Monte Carlo test 233
Morrison, D.F. 81 421
Moving blocks bootstrap 99—101
Multinomial distribution 58 286
Multinomial model 360
Multivariate data 63
New York Times excerpt 3
Newton, M. 397 421
Neyman, J. 392
Non-monotonicity 200
Nonparametric bootstrap 47
Nonparametric inference 310 358—371
Nonparametric regression 70 80 259—260
Noreen, E.W. 218 233 421
Normal (Gaussian) distribution 24—25 54 58 377
Normalized scale 187
Notation 9
Number of bootstrap replications B 50—53 271 282
Number of distinct bootstrap samples 57
Number of modes 227 232
Ogbonmwan, S.M. 371 421
Oldford, R.W. 356 421
Olshen, R.A. 244 389 391 413 414 417
One-sample problem 33 86
Optimism, in estimating prediction error 247—248 251—253
Order statistic 205
Outlier 115—117
Overfitting 246
Owen, A.B. 371 421
PARAMETER 35
Parametric, bootstrap 48 53—55
Parametric, maximum likelihood inference 302—306
Parametric, model 37 53
Parr, W.C. 150 421
Pearson, K. 392
Percentile (quantile) 160 273 352
Percentile (quantile), nonparametric likelihoods for 361 371
Percentile confidence point 168—177
Permutation bootstrap 349
Permutation replication 207
Permutation test 202—219
Permutation test, relationship with bootstrap hypothesis testing 223
Peters, S.C. 121 335 417 421
Pivotal quantity 161 362
Plug-in principle 35
Poisson distribution 83
Politis, D. 82 103 420 421
Population 17—18
Post-sampling adjustments 340
Power of a test 211 232 379—384
Pre-pivoting 267
Prediction error, ".632" bootstrap estimate of 252
Prediction error, estimate of 242
Prediction error, bootstrap estimates of 247
Prediction error, cross-validation estimate of 239
Prediction error, definition 237
Prediction intervals 390—391
Prediction problem 390—391
Principal components 64—70 84
Prior distribution, implied 367
Probability density function 296
Probability mass function 297
Probability theory 20—27
Profile likelihood 358—360
Pseudo-values 145
Qin, J. 371 421
Quadratic regression 76
Quadratic statistic 147 290
Quantile (percentile) 160 273 352
Quantile (percentile), nonparametric likelihoods for 361 371
Quantile-quantile plot 194
Quenouille, M. 133 149 422
Raftery, A. 397 421
Random sampling 17—20
Random variable 21
Randomization test 233
Range-preserving 176
Rao, J.N.K. 397 420 422
Rasmussen, J. 56 335 422
Ratio of means (Fieller's problem) 126—130 384—389
Real world, bootstrap world diagram 87 91 138
Recentering method 344
Reeds, J.A. 150 422
Regression percentiles 113—114
Regression, bootstrap methods for 76 84 111—121
Regression, least median of squares (LMS) 117—120
Regression, linear least squares 76 84 105—116
Regression, nonparametric 70—80 259—260
Reid, N. 369 397 415 422
Relative risk, estimate of 2—6
| Replication, bootstrap 13 46 50—53
Resampling 45
Resampling form of a statistic 130—132 189
Resampling picture 283—291
Resampling vector 130
Residual squared error (RSE) 76
Residuals 111
Rice, J. xv 268 422
Robinson, G.K. 234 422
Robinson, J.A. 335 422
Robust estimate of standard error 57—58
Romano, J. 82 103 233 234 269 324 335 371 415 418 422 415 420 421
Rousseeuw, P. 121 422
Royall, R.M. 319 422
RSE (Residual squared error) 76
Rubin, D.B. 397 422
S (S-Plus) computer language 398 399—412
Saddlepoint methods 397
Sample space 23
Sample surveys 396—397
Sample, bootstrap 45
Sampling, with replacement 18
Sampling, without replacement 28 207
Sandwich estimate of variance 310—311
Schechtman, E. 356 415
Schenker, N. 335 422
Scholz, F.W. 319 371 422
Schucany, W.R. 150 417
Schwarz's criterion (BIC) 242
Schwarz, G. 255 422
Score function 304
Scott, D. 234 422
Second order accuracy 187 321
Second order correctness 322
Sen, P.K. 150 422
Shao, J. 121 150 255 422 423
Sheather, S.J. 335 423
Shi, S. 356 417 419
Shorack, G.P. 121 423
Significance level 203
Silverman, B.W. 234 268 423
Silvey, S.D. 319 423
Simon, J.L. 56 423
simplex 284
Simulation 52 338—358
Singh, K. 103 335 413 420 423
Sitter, R.V. 397 423
skewness 324
Skewness, correction for 326—327
Smith, H. 121 415
Smooth bootstrap 231
Smooth function of means model 322
Smoothing parameter, selection of 258—263
Smoothing, cubic splines 259—260
Smoothing, LOESS 70 77—79
Snedecor, G.W. 389 423
Snell, E.J. 395 415
Software 398—412
Sommer, C.J. 234 419
Spector, P. 255 414
Spline, cubic smoothing 259—260
Srivastava, M.S. 81 414
Stafford, J.E. xv
Standard deviation 26
standard error of the mean 39—43
Standard error, bootstrap estimate of 42—43
Standard error, definition 40
Standard error, delta method 313—315
Standard error, jackknife estimate of 142
Standard error, robust estimate of 57—58
Standard error, sandwich estimate of 310—311
Standard normal confidence, interval 154 168
Stein, C. 295 335 416 423
Stem, M. 356 423
Stine, R.A. 389 423
Stone, C. 244 414
Stone, M. 255 423
Stuart, A. 281 420
Student's t interval 158—159
Student's t statistic 158—159 221—226
Studentized statistic 158—159 323
Summary statistic 35
Survey sampling 396—397
Swanepoel, J.W.H. 335 423
Szabo, S. 417
Taylor, C.C. 269 424
Test sample 239
Test statistic 203 220 232
Testing for multimodality 227—236
Therneau, T. 295 356 424
Thisted, R.A. 356 398 424
Thompson, M.W. 397 417
Tibshirani, R.J. 56 81 103 164 233 255 268 269 335 398 399 415 416 419 424
Time series 33
Time series, bootstrap methods for 92—104
Titterington, D.M. 233 268 418
tr (trace of a matrix) 9
Training sample 239
Transformation 54—55 173 162—166 175
Transformation-respecting 162—166 175
Translation family 226
Trimmed mean 59 211
Truong, K.N. 415
Tukey, J.W. 149 424
Two-sample problem 88 202 220
Unbiased estimate 125
Uniform distribution 81
Van Loan, C.F. 63 255 417
Van Wyk, J.W.J. 423
Variability of a bootstrap, estimate 271—282
Variance of the mean 39—43
Variance reduction, in bootstrap computations 338—357
Variance stabilizing, transformation 163—164
Variance, bootstrap estimate of 42—43
Variance, confidence interval for 26
Variance, definition 26
Variance, delta method 313—315
Variance, jackknife estimate of 142
Variance, sandwich estimate of 310—311
Venter, J.H. 423
Wahba, G. 255 268 417 424
Wald, A. 392
Wang, S.J. 397 424
Wasserman, L. 371 424
Weber, N.C. 121 424
Wei, B.C. 150 419
Wei, L.J. 319 420
Weighted least squares 77
Weisberg, S. 121 424
Welch, B.L. 234 424
White, H. 319 424
Wilks, A. 399 413
Wilson, S.R. 233 418
window size 77—78 228
Wolfowitz, J. 319 371 420
Worton, B.J. 371 415
Wu, C.F.J. 121 150 397 421 423 424
Wynn, H.R 371 421
Young, G.A. 56 233 234 397 423 424 425
Zhang, P. 255 425
Zinn, J. 335 417
Zucchini, W. 255 420
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