Resampling Methods for Dependent Data

2003 ed.

by S. N. Lahiri

Book Details

Format Hardback or Cased Book

Book Series Springer Series in Statistics

ISBN-10 0387009280

ISBN-13 9780387009285

Edition 2003 ed.

Publisher Springer-Verlag New York Inc.

Imprint Springer-Verlag New York Inc.

Country of Manufacture GB

Country of Publication GB

Publication Date Aug 7th, 2003

Print length 374 Pages

Weight 680 grams

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This is a book on bootstrap and related resampling methods for temporal and spatial data exhibiting various forms of dependence.

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.

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