The Bootstrap and Edgeworth Expansion

Springer Series in Statistics

by Peter Hall

This monograph addresses two quite different topics, each being able to 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. The first two chapters deal with the bootstrap and Edgeworth expansion respectively, while chapters 3 and 4 bring these two themes together, using Edgeworth expansion to explore and develop the properties of the bootstrap. The book is aimed at graduate level for those with some exposure to the methods of theoretical statistics. However, technical details are delayed until the last chapter such that mathematically able readers without knowledge of the rigorous theory of probability will have no trouble understanding most of the book.

368 pages, Hardcover

First published January 1, 1992

About the author

Librarian Note: There is more than one author in the GoodReads database with this name. See this thread for more information.

This is the disambiguation record for otherwise unidentified authors called Peter Hall.

Reviews

[Christopher · Rating 3 out of 5]

I'm still working my way through this one a fourth time. Textbook treatments of the Edgeworth expansion are hard to find, and the connection to the more familiar Bootstrap helps the reader to understand both topics. The examples good be better, or at least more realistic.