By Bradley Efron

ISBN-10: 0898711797

ISBN-13: 9780898711790

The jackknife and the bootstrap are nonparametric tools for assessing the error in a statistical estimation challenge. they supply numerous benefits over the conventional parametric procedure: the equipment are effortless to explain they usually practice to arbitrarily complex occasions; distribution assumptions, reminiscent of normality, are by no means made.

This monograph connects the jackknife, the bootstrap, and plenty of different similar rules similar to cross-validation, random subsampling, and balanced repeated replications right into a unified exposition. The theoretical improvement is at a simple mathematical point and is supplemented by way of loads of numerical examples.

The equipment defined during this monograph shape an invaluable set of instruments for the utilized statistician. they're fairly worthwhile in troublesome areas the place complex facts buildings are universal, for instance, in censoring, lacking information, and hugely multivariate events.