Lui Ying Kin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 63-65). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Introduction to bootstrap and efficiency bootstrap simulation --- p.5 / Chapter 2.1 --- Background of bootstrap --- p.5 / Chapter 2.2 --- Basic idea of bootstrap --- p.7 / Chapter 2.3 --- Variance reduction methods --- p.10 / Chapter 2.3.1 --- Control variates --- p.10 / Chapter 2.3.2 --- Common random numbers --- p.12 / Chapter 2.3.3 --- Antithetic variates --- p.14 / Chapter 2.3.4 --- Importance Sampling --- p.15 / Chapter 2.4 --- Efficient bootstrap simulation --- p.17 / Chapter 2.4.1 --- Linear approximation --- p.18 / Chapter 2.4.2 --- Centring method --- p.19 / Chapter 2.4.3 --- Balanced resampling --- p.20 / Chapter 2.4.4 --- Antithetic resampling --- p.21 / Chapter 3 --- Methodology --- p.22 / Chapter 3.1 --- Introduction --- p.22 / Chapter 3.2 --- Cluster analysis --- p.24 / Chapter 3.3 --- Regression estimator and mixture experiment --- p.25 / Chapter 3.4 --- Estimate of standard error and bias --- p.30 / Chapter 4 --- Simulation study --- p.45 / Chapter 4.1 --- Introduction --- p.45 / Chapter 4.2 --- Ratio estimation --- p.46 / Chapter 4.3 --- Time series problem --- p.50 / Chapter 4.4 --- Regression problem --- p.54 / Chapter 5 --- Conclusion and discussion --- p.60 / Reference --- p.63
Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323597 |
Date | January 2001 |
Contributors | Lui, Ying Kin., Chinese University of Hong Kong Graduate School. Division of Statistics. |
Source Sets | The Chinese University of Hong Kong |
Language | English, Chinese |
Detected Language | English |
Type | Text, bibliography |
Format | print, vi, 65 leaves : ill. ; 30 cm. |
Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
Page generated in 0.0181 seconds