Colloquia
Manfred Denker Abstract
CAM COLLOQUIUM
“ A New Type of Bootstrapping Based on Almost Sure Limit Theorems”
Manfred Denker
Institut fur Mathematische Stochastik
Georg-August-Universitat Gottingen, Germany
Monday October 15, 2007
4:00PM in 127 Hayes-Healy Center
*TEA – 3:30PM in Math Lounge – 257 Hayes-Healy*
Abstract:
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 connected to Brownian motion and the de Moivre-Laplace theorem.
