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2012 | OriginalPaper | Buchkapitel

17. Bootstrap and Resampling

verfasst von : Enno Mammen, Swagata Nandi

Erschienen in: Handbook of Computational Statistics

Verlag: Springer Berlin Heidelberg

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Abstract

Thebootstrap is by now a standard method in modern statistics. Its roots go back to a lot ofresampling ideas that were around in the seventies. The seminal work of Efron synthesized some of the earlierresampling ideas and established a new framework for simulation based statistical analysis. The idea of thebootstrap is to develop a setup to generate more (pseudo) data using the information of the original data. True underlying sample properties are reproduced as closely as possible and unknown model characteristics are replaced by sample estimates.

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Metadaten
Titel
Bootstrap and Resampling
verfasst von
Enno Mammen
Swagata Nandi
Copyright-Jahr
2012
Verlag
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-21551-3_17