Bootstrapping and Related Techniques : Proceedings of an International Conference, Held in Trier, FRG, June 4-8, 1990

This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area. Front Matter....Pages I-VIII Front Matter....Pages 1-1 Principles for Generating Non-Uniform Random Numbers....Pages 3-12 Special methods for pseudorandom number generation....Pages 13-19 Front Matter....Pages 21-21 Designing Bootstrap Prediction Regions....Pages 23-30 The Generalized Bootstrap....Pages 31-37 Simulation-Based Multiple Comparisons: Background, Philosophy, and Extensions to the Multivariate General Linear Model....Pages 39-45 Applications of Monte Carlo Methods in Spatial and Image Analysis....Pages 47-53 Front Matter....Pages 55-55 Confidence Bands for Probability Distributions on Vapnik-Chervonenkis Classes of Sets in Arbitrary Sample Spaces Using the Bootstrap....Pages 57-61 Bootstrap Confidence Bands....Pages 63-70 Applying the Bootstrap to Generate Confidence Regions in Multiple Correspondence Analysis....Pages 71-75 Front Matter....Pages 77-77 Permutation Versus Bootstrap Significance Tests in Multiple Regression and Anova....Pages 79-85 Nonparametric Bootstrap Tests: Some Applications....Pages 87-92 A Class of Combinations of Dependent Tests by a Resampling Procedure....Pages 93-97 Front Matter....Pages 99-99 A Bootstrap Approach for Nonlinear Autoregressions Some Preliminary Results....Pages 101-105 Bootstrap procedures for AR (∞) — processes....Pages 107-113 Bootstrapping Some Statistics Useful in Identifying ARMA Models....Pages 115-119 Bootstrap Approximations to Prediction Intervals for Explosive Ar(1)-Processes....Pages 121-130 Front Matter....Pages 131-131 Search for a Break in the Portuguese GDP 1833–1985 with Bootstrap Methods....Pages 133-142 One-Step Bootstrapping in Generalized Linear Models....Pages 143-147 Bootstrap for Mean and Covariance Structure Models....Pages 149-155 Front Matter....Pages 157-157 On The Bayesian Bootstrap....Pages 159-163 Front Matter....Pages 157-157 Bootstrapping the Sample Quantile: A Survey....Pages 165-172 Bootstrapping Conditional Curves....Pages 173-180 Resampling Stochastic Processes using a Bootstrap Approach....Pages 181-185 Front Matter....Pages 187-187 Exploring Heterogeneous Risk Structure: Comparison of a Bootstrapped Model Selection and Nonparametric Classification Technique....Pages 189-195 Bootstrapping Current Life Table Estimators....Pages 197-201 Jackknifing Estimators of a Common Odds Ratio from Several 2×2 Tables....Pages 203-212 An Application of the Bootstrap in Clinical Chemistry....Pages 213-217 Front Matter....Pages 219-219 Computer Aided Simulation Analysis (Casa) in Order to Test Cost-Effectiveness of Drugs Using the Example of Ceftriaxone (Rocephin R )....Pages 221-226 Some Modelling and Simulation Issues Related to Bootstrapping....Pages 227-232 Supercomputers for Monte Carlo Simulation: Cross-Validation Versus Rao’s Test in Multivariate Regression....Pages 233-245 Back Matter....Pages 247-252