Series Editor’s Introduction
Acknowledgments
1. Introduction
Traditional Parametric Statistical Inference
Bootstrap Statistical Inference
Bootstrapping a Regression Model
Theoretical Justification
The Jackknife
Monte Carlo Evaluation of the Bootstrap
2. Statistical Inference Using the Bootstrap
Bias Estimation
Bootstrap Confidence Intervals
3. Applications of Bootstrap Confidence Intervals
Confidence Intervals for Statistics With Unknown Sampling Distributions
The Sample Mean From a Small Sample
The Difference Between Two Sample Medians
Inference When Traditional Distributional Assumptions Are Violated
OLS Regression With a Nonnormal Error Structure
4. Conclusion
Future Work
Limitations of the Bootstrap
Concluding Remarks
Appendix: Bootstrapping With Statistical Software Packages
Notes
References
About the Authors