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The Bootstrap and Edgeworth Expansion

  • PeterĀ Hall

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Peter Hall
    Pages 1-37
  3. Peter Hall
    Pages 39-81
  4. Peter Hall
    Pages 83-153
  5. Peter Hall
    Pages 155-235
  6. Peter Hall
    Pages 237-282
  7. Back Matter
    Pages 283-353

About this book

Introduction

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.

Keywords

probability Resampling statistics Variance

Authors and affiliations

  • PeterĀ Hall
    • 1
    • 2
  1. 1.Centre for Mathematics and its ApplicationsAustralian National UniversityCanberraAustralia
  2. 2.CSIRO Division of Mathematics and StatisticsSydneyAustralia

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-4384-7
  • Copyright Information Springer-Verlag New York 1992
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94508-8
  • Online ISBN 978-1-4612-4384-7
  • Series Print ISSN 0172-7397
  • Buy this book on publisher's site
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