Methodology and theory for the bootstrap by Peter Hall
The course will explain bootstrap in theoretical terms and will
include introduction to (Chebyshev-)Edgeworth approximations to
distributions; rigorous developments of Edgeworth expansions,
Edgeworth-based explanations for the bootstrap and principles and
theory for bootstrap iteration. Further topics will include
bootstrap in non-regular cases, difficulties that the bootstrap has
modeling extremes, bootstrap for curve estimation, bootstrap for
time series and speeding the performance of Monte Carlo simulation.
Lecture notes
There will be 12 lectures. Each of the following files is
approximately two lectures.
Nader Tajvidi
Matematisk Statistik / Mathematical Statistics
Matematikcentrum / Centre for Mathematical Sciences
Lunds Tekniska Högskola / Lund Institute of Technology
Box 118
SE-221 00 Lund
Sweden
Telefon: 046-2229612
Telefax: 046-2224623
Datorpost: nader@maths.lth.se
Last modified: Tue Apr 3 10:02:29 CEST 2007