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Bootstrap methodswith applications i...
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Dikta, Gerhard.
Bootstrap methodswith applications in R /
Record Type:
Electronic resources : Monograph/item
Title/Author:
Bootstrap methodsby Gerhard Dikta, Marsel Scheer.
Reminder of title:
with applications in R /
Author:
Dikta, Gerhard.
other author:
Scheer, Marsel.
Published:
Cham :Springer International Publishing :2021.
Description:
xvi, 256 p. :ill., digital ;24 cm.
Contained By:
Springer Nature eBook
Subject:
Bootstrap (Statistics)Data processing.
Online resource:
https://doi.org/10.1007/978-3-030-73480-0
ISBN:
9783030734800
Bootstrap methodswith applications in R /
Dikta, Gerhard.
Bootstrap methods
with applications in R /[electronic resource] :by Gerhard Dikta, Marsel Scheer. - Cham :Springer International Publishing :2021. - xvi, 256 p. :ill., digital ;24 cm.
Introduction -- Generating random numbers -- The classical bootstrap -- Bootstrap based tests -- Regression analysis -- Goodness of fit test for generalized linear models -- boot package -- s i mTool package -- boot GOF package -- Session Info -- Notation and References -- Index.
This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.
ISBN: 9783030734800
Standard No.: 10.1007/978-3-030-73480-0doiSubjects--Topical Terms:
905469
Bootstrap (Statistics)
--Data processing.
LC Class. No.: QA276.8 / .D55 2021
Dewey Class. No.: 519.54
Bootstrap methodswith applications in R /
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Introduction -- Generating random numbers -- The classical bootstrap -- Bootstrap based tests -- Regression analysis -- Goodness of fit test for generalized linear models -- boot package -- s i mTool package -- boot GOF package -- Session Info -- Notation and References -- Index.
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This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time. The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.
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based on 0 review(s)
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EB QA276.8 .D575 2021 2021
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https://doi.org/10.1007/978-3-030-73480-0
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