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By giving a detailed account of bootstrap methods and their properties for dependent data, this book provides illustrative numerical examples throughout. The book fills a gap in the literature covering research on re-sampling methods for dependent data that has witnessed vigorous growth over the last two decades but remains scattered in various statistics and econometrics journals. It can be used as a graduate level text and also as a research monograph for statisticians and econometricians.
Recenzie a kritiky
Rok vydania:
2003ISBN:
9780387009285Rozmer:
160×241 mmPočet strán:
374Väzba:
pevnáJazyk: angličtina
