Resampling Methods for Dependent Data
Author | : S. N. Lahiri |
Publisher | : Springer Science & Business Media |
Total Pages | : 382 |
Release | : 2013-03-09 |
ISBN-10 | : 9781475738032 |
ISBN-13 | : 147573803X |
Rating | : 4/5 (03X Downloads) |
Download or read book Resampling Methods for Dependent Data written by S. N. Lahiri and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.