Beran, Rudolf 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.For the entire collection see [Zbl 0861.00017]. Cited in 2 Documents MSC: 62G09 Nonparametric statistical resampling methods 62G15 Nonparametric tolerance and confidence regions 65C99 Probabilistic methods, stochastic differential equations 62F25 Parametric tolerance and confidence regions Keywords:coverage probability; iterated bootstrap; two-step bootstrap; Monte Carlo; high-dimensional parameter; bootstrap confidence sets PDF BibTeX XML Cite \textit{R. Beran}, in: Computational statistics. Papers collected on the occasion of the 25th conference on statistical computing, Schloß Reisensburg, Germany, June 1993. Heidelberg: Physica-Verlag. 143--157 (1994; Zbl 0893.62030)