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Bootstrap (Statistics)

The following sources are recommended by a professor whose research specialty is bootstrap statistics.


Six Superlative Sources

· Efron, B., and Tibshirani, R. (1993) An Introduction to the Bootstrap, Chapman and Hall.

· Romano, J., Politis, D., and Wolf, M. (1999) Subsampling, Springer and Verlag.

· Davison, A.C., and Hinkley, D.V. (1997) Bootstrap Methods and Their Application, Cambridge University Press.

· Efron, B. (1982) The Jackknife, the Bootstrap, and Other Resampling Plans. SIAM-CMBS-NSF Series.

· Lehmann, E. (1999) Elements of Large Sample Theory, Chapter 6, Springer Verlag.

· Stanford Statistics department course on the bootstrap by Susan Holmes (1998).

Other Excellent Sources

· LePage, R., and Billard, L. (eds.). (1992) Exploring the Limits of Bootstrap, Wiley.

· Mammen, E. (1992) When Does Bootstrap Work? Asymptotic Results and Simulations, Springer Verlag.

· Hall, P. (1992) The Bootstrap and Edgeworth Expansion, Springer Verlag.

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