The Bootstrap and Edgeworth Expansion:
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Bibliographic Details
Main Author: Hall, Peter 1951-2016 (Author)
Format: Electronic eBook
Language:English
Published: New York, NY Springer New York 1992
Series:Springer Series in Statistics
Subjects:
Online Access:Volltext
Item Description: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
Physical Description:1 Online-Ressource (XIV, 354 p)
ISBN:9781461243847
9780387945088
ISSN:0172-7397
DOI:10.1007/978-1-4612-4384-7

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