Bootstrap Methods: With Applications in R
暫譯: Bootstrap 方法：在 R 中的應用
Dikta, Gerhard, Scheer, Marsel
商品描述
This book provides a compact introduction to the bootstrap method. In addition to classical results on point estimation and test theory, multivariate linear regression models and generalized linear models are covered in detail. Special attention is given to the use of bootstrap procedures to perform goodness-of-fit tests to validate model or distributional assumptions. In some cases, new methods are presented here for the first time.
The text is motivated by practical examples and the implementations of the corresponding algorithms are always given directly in R in a comprehensible form. Overall, R is given great importance throughout. Each chapter includes a section of exercises and, for the more mathematically inclined readers, concludes with rigorous proofs. The intended audience is graduate students who already have a prior knowledge of probability theory and mathematical statistics.
商品描述(中文翻譯)
本書提供了對自助法（bootstrap method）的簡明介紹。除了經典的點估計和檢定理論結果外，還詳細涵蓋了多變量線性回歸模型和廣義線性模型。特別注意的是使用自助程序來執行適合度檢定，以驗證模型或分佈假設。在某些情況下，這裡首次提出了新方法。
文本以實際範例為動機，並且相應算法的實現始終以易於理解的形式直接在 R 中給出。整體而言，R 在全書中佔有重要地位。每章都包括一個練習部分，對於數學背景較強的讀者，最後還附有嚴謹的證明。目標讀者為已具備概率論和數理統計基礎知識的研究生。
作者簡介
Gerhard Dikta has been a full-time professor at the Department of Medical Engineering and Technomathematics within the University of Applied Sciences, FH-Aachen, since 1993. He has also been an adjunct professor at the Department of Mathematics of the University of Wisconsin-Milwaukee since 2004. In addition to general problems in mathematical statistics, statistical modeling, simulation and optimization, his research interests and contributions are in survival analysis and, recently, in the development of statistical test methods for model verification.
Marsel Scheer has been a data scientist at Bayer AG since 2019. He was head of biostatistics and software development at Myriad International GmbH (formerly Sividon Diagnostics GmbH) for 5 years and worked as a biometrician in diabetes research at the German Diabetes Center for 6 years. His research interests are in statistical learning and modeling, machine learning, simulation and software development.
作者簡介(中文翻譯)
Gerhard Dikta 自 1993 年以來一直擔任亞琛應用科技大學醫療工程與技術數學系的全職教授。自 2004 年以來，他也擔任威斯康辛大學密爾瓦基分校數學系的兼任教授。除了數學統計的一般問題、統計建模、模擬和優化外，他的研究興趣和貢獻集中在生存分析，以及最近在模型驗證的統計檢驗方法的開發上。
Marsel Scheer 自 2019 年以來一直擔任拜耳公司（Bayer AG）的數據科學家。他曾在 Myriad International GmbH（前身為 Sividon Diagnostics GmbH）擔任生物統計學和軟體開發部門負責人 5 年，並在德國糖尿病中心擔任生物統計學家 6 年，專注於糖尿病研究。他的研究興趣包括統計學習與建模、機器學習、模擬和軟體開發。
