Customer Reviews

Computer Intensive Statistical Methods: Validation, Model Selection, and Bootstrap

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This book provides a very clear treatment of model selection, the bootstrap and the computer-intensive philosophy. It places heavy emphasis on the bootstrap and cross validation. Other computer-intensive methods such as MCMC methods, multiple imputation and permutation methods are not treated. It represents development up to 1994 in a rapidly advancing area. There have been many additional theoretical and applied advances since then. It covers most of the topics of other competing books on bootstrap and resampling but is unique in its treatment of model selection and validation. It appears to require intermediate level knowledge of mathematics and freely uses matrix algebra. There are many good references and examples. The author uses FORTRAN to implement the methods and provides code. This may be a bit old fashioned. Current price of book is very high and these days there are many alternative texts to consider.