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The Bootstrap and Edgeworth Expansion : Springer Series in Statistics - Peter Hall

The Bootstrap and Edgeworth Expansion

Springer Series in Statistics

Paperback Published: 14th March 1997
ISBN: 9780387945088
Number Of Pages: 354

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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.

ISBN: 9780387945088
ISBN-10: 0387945083
Series: Springer Series in Statistics
Audience: General
Format: Paperback
Language: English
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

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