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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.John Wiley, New York. Knight, K. (1989). On the bootstrap of the sample mean in the infinite variance case. Annals of ... Preprint, Department of Economics, The University of Iowa. Krickeberg, K. ... Edgeworth correction by a#39;Moving blocka#39; bootstrap for stationary and nonstationary data. In Exploring the ... Stock market prices do not follow random walks: Evidence from a simple specification test. Review ofanbsp;...

Author:Dimitris N. Politis, Joseph P. Romano, Michael Wolf
Publisher:Springer Science & Business Media - 2012-12-06


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