This monograph addresses two quite different topics, in the belief that each can shed light on the other. Firstly, it lays the foundation for a particular view of the bootstrap. Secondly, it gives an account of Edgeworth expansion. Chapter 1 is about the bootstrap, witih almost no mention of Edgeworth expansion; Chapter 2 is about Edgeworth expansion, with scarcely a word about the bootstrap; and Chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properites of the bootstrap. The book is aimed a a graduate level audience who has some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter (entitled "Details of Mathematical Rogour"), and so a mathematically able reader without knowledge of the rigorous theory of probability will have no trouble understanding the first four-fifths of the book. The book simultaneously fills two gaps in the literature; it provides a very readable graduate level account of the theory of Edgeworth expansion, and it gives a detailed introduction to the theory of bootstrap methods.
..".an up-to-date and comprehensive account of the title theme...provides a path to several major research frontiers in the bootstrap literature." - Journal of the American Statistical Association
|Principles of bootstrap methodology|
|Principles of Edgeworth expansion|
|An Edgeworth view of the bootstrap|
|Bootstrap curve estimation|
|Details of mathematical rigour|
|Table of Contents provided by Publisher. All Rights Reserved.|
Series: Springer Series in Statistics
Number Of Pages: 354
Published: 14th March 1997
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 23.52 x 15.67 x 2.24
Weight (kg): 0.53