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页数:38页
时间:2019-01-30
《bootstrap方法及其应用》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、Bootstrap•{9ÙA^Æž2、andStatisticsSpecializationStochasticProcessesandTheirApplicationsDegreeMasterofScienceUniversityXiangtanUniversityDateApril15th,2013‰ŒÆÆØ©M5(²¤JŠ¬"é©ïĉѕ‡ z‡<Ú8N§þ®3©¥±3、²(•ªI²"<¿£(²{Æ Jd<«ú"Šö¶µFϵcFÆØ©‡¦^ÇÖÆØ©Šö)Æk'3!¦^ÆØ©5½§Ó¿Æ3¿•I[k'Ü€½ÅxØ©E<‡Ú>f‡§#NØ©Ú/"<ljŒÆŒ±òÆةܽܩSN?k'êâ¥?1u¢§Œ±æ^K4、ronÄgJÑ–8§ÙnØNX˜†3ØäuÐÚõ.ÆöòBootstrap•{2•$^uˆ‡+•¢S¯KïÄ¥§~X7K!šÆ!¯!n!I[ã!)ÔšÆ.©Ì‡éBootstrap•{Š¡o(!ïÄn«O˜&«m•{3VaROŽ¥A^±9éBootstrap•{ØvU?.1˜Ù´XØÜ©§Ì‡ãBootstrap•{nØïĵ!ïÄ{¤!ïÄyGÚ©ïĤ̇(Ø.1Ù0Bootstrap•{ÄgŽ!̇K!°(5±9§`":.1nÙ¡o(Äu5、BootstrapIOØO!˜†uÚ£8..1oÙïÄBootstrap-t!z©!BCaùn«ÄuBootstrapO˜&«m•{.1ÊÙ0ºxŠ£VaR¤½Â!VaROŽ•{±91oÙn«O˜&«m•{¢yïħ¿Bootstrap-t!z©!BCaùn«ÄuBootstrap˜&«m•{`uVaRDÚOŽ•{.18Ù´éBootstrap•{"€˜‡U?.'…cµgÏ{¶VÇ©Ù¶IOØO¶˜†u¶£8¶˜&«m¶ºxŠ¶°(ÝIAbstractBoot6、strapmethodsareimportantwaystoevaluateandimprovetheaccuracyofstatisticsinstatisticalinference.SinceEfronpresentedforthersttime,theirtheoreticalsystemdevelopedandimprovedincontinuous.TheBootstrapmethodsareextensivelyappliedinallelds.Forexample,nanci7、al,medical,military,foreigntrade,nance,biomedicineandsoon.Inthisthesis,wemadeacomprehensivesummaryofthebootstrapmethods,applicationsofthreemethodsfortheestimateofcondenceintervalsinthecalculationofVaR,andtheimprovementofbootstrapmethods.Intherstcha8、pter,thetheoreticalresearchbackground,thehistoryandcurrentresearchstatusofbootstrapmethodshavebeenintroduced.Thenthemainresearchresultsofthisthesishavebeengiven.Inthesecondchapter,weintroducedthebasicideas,themainprinciplesandaccuracy,aswellas
2、andStatisticsSpecializationStochasticProcessesandTheirApplicationsDegreeMasterofScienceUniversityXiangtanUniversityDateApril15th,2013‰ŒÆÆØ©M5(²¤JŠ¬"é©ïĉѕ‡ z‡<Ú8N§þ®3©¥±
3、²(•ªI²"<¿£(²{Æ Jd<«ú"Šö¶µFϵcFÆØ©‡¦^ÇÖÆØ©Šö)Æk'3!¦^ÆØ©5½§Ó¿Æ3¿•I[k'Ü€½ÅxØ©E<‡Ú>f‡§#NØ©Ú/"<ljŒÆŒ±òÆةܽܩSN?k'êâ¥?1u¢§Œ±æ^K
4、ronÄgJÑ–8§ÙnØNX˜†3ØäuÐÚõ.ÆöòBootstrap•{2•$^uˆ‡+•¢S¯KïÄ¥§~X7K!šÆ!¯!n!I[ã!)ÔšÆ.©Ì‡éBootstrap•{Š¡o(!ïÄn«O˜&«m•{3VaROŽ¥A^±9éBootstrap•{ØvU?.1˜Ù´XØÜ©§Ì‡ãBootstrap•{nØïĵ!ïÄ{¤!ïÄyGÚ©ïĤ̇(Ø.1Ù0Bootstrap•{ÄgŽ!̇K!°(5±9§`":.1nÙ¡o(Äu
5、BootstrapIOØO!˜†uÚ£8..1oÙïÄBootstrap-t!z©!BCaùn«ÄuBootstrapO˜&«m•{.1ÊÙ0ºxŠ£VaR¤½Â!VaROŽ•{±91oÙn«O˜&«m•{¢yïħ¿Bootstrap-t!z©!BCaùn«ÄuBootstrap˜&«m•{`uVaRDÚOŽ•{.18Ù´éBootstrap•{"€˜‡U?.'…cµgÏ{¶VÇ©Ù¶IOØO¶˜†u¶£8¶˜&«m¶ºxŠ¶°(ÝIAbstractBoot
6、strapmethodsareimportantwaystoevaluateandimprovetheaccuracyofstatisticsinstatisticalinference.SinceEfronpresentedforthersttime,theirtheoreticalsystemdevelopedandimprovedincontinuous.TheBootstrapmethodsareextensivelyappliedinallelds.Forexample,nanci
7、al,medical,military,foreigntrade,nance,biomedicineandsoon.Inthisthesis,wemadeacomprehensivesummaryofthebootstrapmethods,applicationsofthreemethodsfortheestimateofcondenceintervalsinthecalculationofVaR,andtheimprovementofbootstrapmethods.Intherstcha
8、pter,thetheoreticalresearchbackground,thehistoryandcurrentresearchstatusofbootstrapmethodshavebeenintroduced.Thenthemainresearchresultsofthisthesishavebeengiven.Inthesecondchapter,weintroducedthebasicideas,themainprinciplesandaccuracy,aswellas
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