책: Bootstrap, Resampling, Subsampling, MCMC

책: Bootstrap, Resampling, Subsamplling, MCMC

• An introduction to the bootstrap by Efron and Tibshirani. 1993. Chapman & Hall.
• Bootstrap Methods and their Application by Davison and Hinkley. 1997. CUP
• Resampling Methods: A Practical Guide to Data Analysis (3rd ed.) by Phillip I. Good. 2006. Birkhauser Boston. [ebook]
• Permutation, Parametric, and Bootstrap Tests of Hypothesis by Pillip I. Good. 2005. Springer. [ebook]
• The Bootstrap and Edgeworth Expansion by Peter Hall. 1995. Springer.
• The Jackknife, the bootstrap, and Other Resampling Plans by Bradley Efron. 1987. SIM.
• The Jackknife and Bootstrap by Jun Shao. 1995. Springer.
• Resampling Methods for Dependent Data by S. N. Lahiri. 2003. Springer
• Subsampling by Politis, Romano, and Wolf. 1999. Springer.
• Monte Carlo Statistical Methods by Robert and Casella. 2010. Springer.
• Introducing Monte Carlo Methods with R by Rober and Casella. 2009. Springer. [ebook]

Read:

• Bootstrap Methods and Permutation Tests by Hesterberg et al.
• The bootstrap and Markov chain Monte Carlo by Bradley Efron.
• An Introduction to the Bootstrap with Application in R by Davison and Kuonen.
• Bootstrapping Regression Models by John Fox.