SEMINARS
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Fall 2007
STATISTICS
COLLOQUIUM
Wednesday, September 5, 2007
3:30-4:00—Refreshments
4:00-5:00—Talk
Yost Hall, Room 101
Manfred Denker, PhD
Visiting Professor, Department of Statistics
Case Western Reserve University
Professor, Institut fur Mathematische Stochastik
Georg-August-Universitat Gottingen, Germany A New Type of Bootstrapping Based on Almost Sure Limit Theorems
Bootstrap methods are used to estimate quantiles of an unknown distribution. Almost sure limit theory is another way of estimating quantiles of an unknown distribution. It performs numerically very similar to the classical bootstrapping, sometimes even better. We explain this method and introduce estimation and testing procedures using the new approach. We also explain the theoretical background, which is connectedto Brownian motion and the de Moivre-Laplace theorem.
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