Chapter 7

Bootstrap and Jackknife

7.1 The Bootstrap

The bootstrap was introduced in 1979 by Efron [80], with further developments in 1981 [82, 81], 1982 [83], and numerous other publications including the monograph of Efron and Tibshirani [84]. Chernick [45] has an extensive bibliography. Davison and Hinkley [63] is a comprehensive reference with many applications. Also see Barbe and Bertail [19], Shao and Tu [247], and Mammen [186].

Bootstrap methods are a class of nonparametric Monte Carlo methods that estimate the distribution of a population by resampling. Resampling methods treat an observed sample as a finite population, and random samples are generated (resampled) from it to estimate population characteristics and make inferences about ...

Get Statistical Computing with R now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.