The Bootstrap and Edgeworth Expansion

di Peter Hall (Autore)

Springer-Verlag New York Inc., 1992

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.

• Autore: Peter Hall
• Editore: Springer-Verlag New York Inc.
• Collana: Springer Series in Statistics
• Anno: 1992
• Rilegatura: Hardback
• Pagine: 354 p.
• Dimensioni: 235 x 155 mm
• EAN: 9780387977201

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