Programming & Scientific Computing · Statistical & Parallel Computing

Statistical computing: Resampling methods and non-parametric inference theory

Public introduction · full guide in Eikos

Introduction

What this guide covers

An analytical treatise on Jackknife theory, Bootstrap paradigms, permutation testing and cross-validation from the perspective of asymptotic and non-parametric inference.

Overview

Topics covered

  • Introduction
  • Computer-Based Inference: Rigorous Theory and Resampling Methods
  • Non-Parametric Inference and the Substitution Principle
  • The Substitution Principle (Plug-in Principle)
  • The Jackknife Method (Quenouille-Tukey)
  • Bias Estimation using Jackknife

Related concepts

Main connections

  • Bootstrap resampling
  • Variance & standard deviation
  • Permutation & exact tests
  • Quantiles & percentiles
  • p-value & significance
  • Mean & expected value

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

F^n(x)=1n∑i=1n𝕀(Xi≤x)
View LaTeX source\hat{F}_n(x) = \frac{1}{n} \sum_{i=1}^{n} \mathbb{I}(X_i \leq x)