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Bootstrap Techniques for Signal Processing. By Abdelhak Zoubir and Robert Iskander, Cambridge University Press, 217 pp. ISBN 0-521-83127-X, Hardcover $75
Bootstrap techniques are among the most powerful techniques used today to draw inferences from small data sets. Bootstrap Techniques for Signal Processing focuses on introducing bootstrap techniques from primarily an applications perspective (ie the mechanics of applying this technique to real-world problems). The preface quotes from An Introduction to the Bootstrap (Efron and Tibshirani, Chapman and Hall, 1993): “Our goal in this book is to arm scientists and engineers, as well as statisticians, with computational techniques that they can use to analyze and understand complicated data sets.” (p. ix). Providing these computational techniques is precisely what Zoubir and Iskander have done.
Chapter 1 provides a broad-brush introduction to bootstrap techniques. Here the authors focus on differentiating bootstrap techniques from...