The Bootstrap and Edgeworth Expansion (Springer Series in Statistics) - Hardcover

Hall, Peter

Hardcover

ISBN 10: 0387977201 ISBN 13: 9780387977201

Publisher: Springer, 1992

Synopsis

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.

About this title

Product Description

Bootstrap and Edgeworth Expansion Bootstrap methods are among the most active areas of statistical research, and are important to those interested in statistical theory and applications. This ground-breaking reference remains a basic reference in this important area. Full description

Review

"...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

Edition details

• Publisher: Springer
• Publication date: 1992
• Language: English
• ISBN 10: 0387977201
• ISBN 13: 9780387977201
• Binding: Hardcover
• Number of pages: 368