Overview
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Peter Hall
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Centre for Mathematics and its Applications, Australian National University, Canberra, Australia
CSIRO Division of Mathematics and Statistics, Sydney, Australia
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About this book
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.
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Table of contents (5 chapters)
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Front Matter
Pages i-xiii
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Back Matter
Pages 283-353
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
Authors and Affiliations
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Centre for Mathematics and its Applications, Australian National University, Canberra, Australia
Peter Hall
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CSIRO Division of Mathematics and Statistics, Sydney, Australia
Peter Hall