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Seven stages of bootstrap. (English) Zbl 0893.62030
Dirschedl, Peter (ed.) et al., Computational statistics. Papers collected on the occasion of the 25th conference on statistical computing, Schloß Reisensburg, Germany, June 1993. Heidelberg: Physica-Verlag. Contributions to Statistics. 143-157 (1994).
Summary: This essay is organized around the theoretical and computational problem of constructing bootstrap confidence sets, with forays into related topics. The seven section headings are: Introduction; The bootstrap world; Bootstrap confidence sets; Computing bootstrap confidence sets; Quality of bootstrap confidence sets; Iterated and two-step bootstrap; Further resources.
MSC:
62G09Nonparametric statistical resampling methods
62G15Nonparametric tolerance and confidence regions
65C99Probabilistic methods, simulation and stochastic differential equations (numerical analysis)
62F25Parametric tolerance and confidence regions