Computer Intensive Statistical Methods
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A01=J. S. Urban. Hjorth
advanced bootstrap applications in statistics
applied econometrics methods
Author_J. S. Urban. Hjorth
Bootstrap Analysis
Bootstrap Sample
Bootstrap Simulations
Category=PBT
Category=UFM
Category=UNC
Computer Intensive Method
Computer Intensive Statistical Methods
Correct Regression Model
Cross Model Validation
Cross Validation
Cross Validation Loops
Cross Validation Measure
cross validation techniques
Distribution Function
Double Bootstrap
Empirical Distribution
Empirical Survival Function
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eq_computing
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eq_isMigrated=2
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Estimated Prediction Error
Forward Prediction Error
Forward Validation
FPE Criterion
Hald Data
J.S. Urban Hjorth
meteorological data analysis
model
Model Selection
Model Selection Effects
Model Selection Measure
Model Selection Uncertainty
nonparametric inference
Original Bootstrap
selection
statistical resampling
time series forecasting
Traditional Parameter Estimates
Product details
- ISBN 9780412491603
- Weight: 660g
- Dimensions: 152 x 229mm
- Publication Date: 01 Nov 1993
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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This book focuses on computer intensive statistical methods, such as validation, model selection, and bootstrap, that help overcome obstacles that could not be previously solved by methods such as regression and time series modelling in the areas of economics, meteorology, and transportation.
Hjorth\, J. S. Urban.
