The Bootstrap and Edgeworth Expansion PDF

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.