The Bootstrap and Edgeworth Expansion
by Peter Hall
Format: Paperback
ISBN13: 9780387945088
Paperback|9780387945088
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Overview
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.
| ISBN-13 | 9780387945088 |
|---|---|
| ISBN-10 | 0387945083 |
| Weight | 1.16 Pounds |
| Dimensions | 6.10 x 0.84 x 9.00 In |
| List Price | $169.00 |
| Edition | 1st Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | xiv, 354 pages |
| Publisher | Springer |
| Published On | 1995-05-09 |
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