The Bootstrap and Edgeworth Expansion

By:

Peter Hall

Format:

Hardback

Series:

Springer Series in Statistics

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Description

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.

Release date NZ

January 9th, 1992

Author

Peter Hall

Audience

Postgraduate, Research & Scholarly

Illustrations

XIV, 354 p.

Pages

354

Series

Springer Series in Statistics

Dimensions

156x234x22

ISBN-13

9780387977201

Product ID

2568989

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