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© 1992

The Bootstrap and Edgeworth Expansion

Book

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

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

Bibliographic information

  • Book Title The Bootstrap and Edgeworth Expansion
  • Authors Peter Hall
  • Series Title Springer Series in Statistics
  • 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
  • Hardcover ISBN 978-0-387-97720-1
  • Softcover ISBN 978-0-387-94508-8
  • eBook ISBN 978-1-4612-4384-7
  • Series ISSN 0172-7397
  • Edition Number 1
  • Number of Pages XIV, 354
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Statistics, general
  • Buy this book on publisher's site

Reviews

"...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