bootstrap方法及其应用

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2、andStatisticsSpecializationStochasticProcessesandTheirApplicationsDegreeMasterofScienceUniversityXiangtanUniversityDateApril15th,2013‰ŒÆÆØ©M5(²¤JŠ¬"é©ïĉѕ‡z‡<Ú8N§þ®3©¥±

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6、strapmethodsareimportantwaystoevaluateandimprovetheaccuracyofstatisticsinstatisticalinference.SinceEfronpresentedforthersttime,theirtheoreticalsystemdevelopedandimprovedincontinuous.TheBootstrapmethodsareextensivelyappliedinallelds.Forexample,nanci

7、al,medical,military,foreigntrade,nance,biomedicineandsoon.Inthisthesis,wemadeacomprehensivesummaryofthebootstrapmethods,applicationsofthreemethodsfortheestimateofcondenceintervalsinthecalculationofVaR,andtheimprovementofbootstrapmethods.Intherstcha

8、pter,thetheoreticalresearchbackground,thehistoryandcurrentresearchstatusofbootstrapmethodshavebeenintroduced.Thenthemainresearchresultsofthisthesishavebeengiven.Inthesecondchapter,weintroducedthebasicideas,themainprinciplesandaccuracy,aswellas