Politis D.N., Romano J.P., Wolf M. Subsampling

1999, Springer-Verlag, New York. — 348 p.
eBook ISBN: 978-1-4612-1554-7
DOI: 10.1007/978-1-4612-1554-7
Hardcover ISBN: 978-0-387-98854-2
Softcover ISBN: 978-1-4612-7190-1
Series ISSN: 0172-7397.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. The primary goal of this book is to lay some of the foundation for subsampling methodology and related methods.Basic Theory
Bootstrap Sampling Distributions
Subsampling in the I.I.D. Case
Subsampling for Stationary Time Series
Subsampling for Nonstationary Time Series
Subsampling for Random Fields
Subsampling Marked Point Processes
Confidence Sets for General Parameters
Extensions, Practical Issues, and Applications
Subsampling with Unknown Convergence Rate
Choice of the Block Size
Extrapolation, Interpolation, and Higher-Order Accuracy
Subsampling the Mean with Heavy Tails
Subsampling the Autoregressive Parameter
Subsampling Stock Returns