Datos Identificativos | 2013/14 | |||||||||||||
Asignatura | Técnicas de Remostraxe | Código | 614493022 | |||||||||||
Titulación |
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Descriptores | Ciclo | Período | Curso | Tipo | Créditos | |||||||||
Mestrado Oficial | 1º cuadrimestre |
Primeiro-Segundo | Optativa | 5 | ||||||||||
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Bibliografía básica | |
Bibliografía básica Davison, A.C. and Hinkley, D.V. (1997). Bootstrap Methods and their Application. Cambridge University Press. Efron, B. (1979). Bootstrap Methods: Another look at the Jackknife. Ann. Statist., 7, 1-26. Efron, B. and Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman and Hall. Shao, J. and Tu, D. (1995). The Jackknife and Bootstrap. Springer Verlag.
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Bibliografía complementaria | |
Bibliografía complementaria Akritas, M. G. (1986). Bootstrapping the Kaplan--Meier estimator. J. Amer. Statist. Assoc. 81, 1032-1038. Bickel, P.J. and Freedman, D.A. (1981). Some asymptotic theory for the bootstrap. Ann. Statist. 12, 470-482. Bühlmann, P. (1997). Sieve bootstrap for time series. Bernoulli 3, 123-148. Cao, R. (1990). Órdenes de convergencia para las aproximaciones normal y bootstrap en la estimación no paramétrica de la función de densidad. Trabajos de Estadística, vol. 5, 2, 23-32. Cao, R. (1991). Rate of convergence for the wild bootstrap in nonparametric regression. Ann. Statist. 19, 2226-2231. Cao, R. and Prada-Sánchez, J.M. (1993). Bootstrapping the mean of a symmetric population. Statistics & Probability Letters 17, 43-48. Cao, R. (1993). Bootstrapping the mean integrated squared error. Jr. Mult. Anal. 45, 137-160. Cao, R. (1999). An overview of bootstrap methods for estimating and predicting in time series. Test, 8, 95-116. Cao, R. and González-Manteiga, W. (1993). Bootstrap methods in regression smoothing. J. Nonparam. Statist. 2, 379-388. Efron, B. (1981). Censored data and the bootstrap. J. Amer. Statist. Assoc. 76, 312-319. Efron, B. (1982). The Jackknife, the Bootstrap and other Resampling Plans. CBMS-NSF. Regional Conference series in applied mathematics. Efron, B. (1983). Estimating the error rate of a prediction rule: improvements on cross-validation. J. Amer. Stat. Assoc. 78, 316-331. Efron, B. and Tibshirani, R. (1986). Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science 1, 54-77. Efron, B. (1987). Better Bootstrap confidence intervals (with discussion), J. Amer. Stat. Assoc. 82, 171-200. Efron, B. (1990). More Efficient Bootstrap Computations. J. Amer. Stat. Assoc. 85, 79-89. Freedman, D.A. (1981). Bootstrapping regression models. Ann. Statist. 9, 6, 1218-1228. González-Manteiga, W. y Prada-Sánchez, J.M. (1985). Una aplicación de los métodos de suavización no paramétricos en la técnica Bootstrap. Proceedings Jornadas Hispano-Lusas de Matemáticas. Murcia. García-Jurado, I. González-Manteiga, W., Prada-Sánchez, J.M., Febrero-Bande, M. and Cao, R. (1995). Predicting using Box-Jenkins, nonparametric and bootstrap techniques. Technometrics 37, 303-310. González-Manteiga, W., Prada-Sánchez, J.M. and Romo, J. (1994). The Bootstrap-A Review. Computational Statistics, 9, 165-205. Hall, P. (1986). On the bootstrap and confidence intervals. Ann. Statist. 14, 1431-1452. Hall, P. (1988-a). Theoretical comparison of bootstrap confidence intervals. Ann. Statist. 16, 927-953. Hall, P. (1988-b). Rate of convergence in bootstrap approximations. Ann. Probab. 16, 4, 1665-1684. Hall. P. (1992). The Bootstrap and Edgeworth Expansion. Springer Verlag. Hall, P. and Martin, M.A. (1988). On bootstrap resampling and iteration. Biometrika 75, 661-671. Härdle, W. and Marron, J. S. (1991). Bootstrap simultaneous error bars for nonparametric regression. Ann. Statist. 19, 778-796. Künsch, H.R. (1989). The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17, 1217-1241. Lombardía, M.J., González-Manteiga, W. and Prada-Sánchez, J.M. (2003). Bootstrapping the Chambers-Dunstan estimate of a finite population distribution function. J. Stat. Plan. Infer., 116, 367-388. Mammen, E. (1992). When does Bootstrap Work?. Springer Verlag. Navidi, W. (1989). Edgeworth expansions for bootstrapping regression models. Ann. Statist. 17, 4, 1472-1478. Politis, D.N. and Romano, J.R. (1994). The stationary bootstrap. J. Amer. Statist. Assoc. 89, 1303-1313. Politis, D.N. and Romano, J.R. (1994). Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap. Statist. Sin. 4, 461-476. Politis, D.N., Romano, J.P. and Wolf, M. (1999). Subsampling. Springer Verlag. Prada-Sánchez, J.M. and Otero-Cepeda, X.L. (1989). The use of smooth bootstrap techniques for estimating the error rate of a prediction rule. Comm. Statist .-Simula., 18(3), 1169-1186. Prada-Sánchez, J.M. and Cotos-Yáñez, T. (1997). A Simulation Study of Iterated and Non-iterated Bootstrap Methods for Bias Reduction and Confidence Interval Estimation. Comm. Statist .-Simula., 26(3), 927-946. Reid, N. (1981). Estimating the median survival time. Biometrika 68, 601-608. Stine, R.A. (1987). Estimating properties of autoregressive forecasts. J. Amer. Statist. Assoc. 82, 1072-1078. Thombs, L.A. and Schucany, W.R. (1990). Bootstrap prediction intervals for autoregression. J. Amer. Statist. Assoc. 85, 486-492. Wu, C.-F. J. (1986). Jackknife, bootstrap and other resampling methods in regression analysis. Ann. Statist. 14, 1261-1350. |