Statistical Science

A Short Prehistory of the Bootstrap

Peter Hall
Source: Statist. Sci. Volume 18, Issue 2 (2003), 158-167.

Abstract

The contemporary development of bootstrap methods, from the time of Efron's early articles to the present day, is well documented and widely appreciated. Likewise, the relationship of bootstrap techniques to certain early work on permutation testing, the jackknife and cross-validation is well understood. Less known, however, are the connections of the bootstrap to research on survey sampling for spatial data in the first half of the last century or to work from the 1940s to the 1970s on subsampling and resampling. In a selective way, some of these early linkages will be explored, giving emphasis to developments with which the statistics community tends to be less familiar. Particular attention will be paid to the work of P. C. Mahalanobis, whose development in the 1930s and 1940s of moving-block sampling methods for spatial data has a range of interesting features, and to contributions of other scientists who, during the next 40 years, developed half-sampling, subsampling and resampling methods.

First Page: Show Hide
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.ss/1063994970
Digital Object Identifier: doi:10.1214/ss/1063994970
Mathematical Reviews number (MathSciNet): MR2026077

References

ANON (1963). The current population survey. A report on methodology. Technical Paper 7, U.S. Bureau of the Census, U.S. Government Printing Office, Washington.
Barnard, G. A. (1963). Discussion of ``Spectral analysis of point processes,'' by M. S. Bartlett. J. Roy. Statist. Soc. Ser. B 25 294.
Mathematical Reviews (MathSciNet): MR171334
Bartlett, M. S. (1946). Discussion of ``Recent experiments in statistical sampling in the Indian Statistical Institute,'' by P. C. Mahalanobis. J. Roy. Statist. Soc. 109 373.
Breth, M., Maritz, J. S. and Williams, J. S. (1978). On distribution-free lower confidence limits for the mean of a nonnegative random variable. Biometrika 65 529--534.
Chung, J. H. and Fraser, D. A. S. (1958). Randomization tests for a multivariate two-sample problem. J. Amer. Statist. Assoc. 53 729--735.
Cochran, W. G. (1977). Sampling Techniques, 3rd ed. Wiley, New York.
Mathematical Reviews (MathSciNet): MR474575
Zentralblatt MATH: 0353.62011
Davison, A. C. and Hinkley, D. V. (1997). Bootstrap Methods and Their Application. Cambridge Univ. Press.
Mathematical Reviews (MathSciNet): MR1478673
Zentralblatt MATH: 0886.62001
Davison, A. C., Hinkley, D. V. and Schechtman, E. (1986). Efficient bootstrap simulation. Biometrika 73 555--566.
Mathematical Reviews (MathSciNet): MR897846
Zentralblatt MATH: 0613.62018
Digital Object Identifier: doi:10.2307/2336519
Deming, W. E. (1950). Some Theory of Sampling. Wiley, New York.
Zentralblatt MATH: 0041.25705
Deming, W. E. (1956). On simplifications of sampling design through replication with equal probabilities and without stages. J. Amer. Statist. Assoc. 51 24--53.
Diaconis, P. and Efron, B. (1983). Computer-intensive methods in statistics. Scientific American 249 116--130.
Mathematical Reviews (MathSciNet): MR773679
Efron, B. (1979a). Computers and the theory of statistics: Thinking the unthinkable. SIAM Rev. 21 460--480.
Mathematical Reviews (MathSciNet): MR545881
Digital Object Identifier: doi:10.1137/1021092
Zentralblatt MATH: 0417.62001
Efron, B. (1979b). Bootstrap methods: Another look at the jackknife. Ann. Statist. 7 1--26.
Mathematical Reviews (MathSciNet): MR515681
Digital Object Identifier: doi:10.1214/aos/1176344552
Project Euclid: euclid.aos/1176344552
Zentralblatt MATH: 0406.62024
Efron, B. (1982). The Jackknife, the Bootstrap and Other Resampling Plans. SIAM, Philadelphia.
Mathematical Reviews (MathSciNet): MR659849
Zentralblatt MATH: 0496.62036
Efron, B. and Tibshirani, R. (1993). An Introduction to the Bootstrap. Chapman and Hall, New York.
Mathematical Reviews (MathSciNet): MR1270903
Zentralblatt MATH: 0835.62038
Fisher, R. A. (1936). ``The coefficient of racial likeness'' and the future of craniometry. J. Royal Anthropological Institute of Great Britain and Ireland 66 57--63.
Fisher, R. A. (1945). Memorandum to the Imperial Council of Agricultural Research in India, 2 March 1945. [Quoted by P. C. Mahalanobis, Sankhyā 7 (1946) 269.]
Fisher, R. A. (1966). The Design of Experiments, 8th ed. Oliver and Boyd, Edinburgh.
Forsythe, A. and Hartigan, J. A. (1970). Efficiency of confidence intervals generated by repeated subsample calculations. Biometrika 57 629--639.
Good, P. I. (1999). Resampling Methods---A Practical Guide to Data Analysis. Birkhäuser, Boston.
Mathematical Reviews (MathSciNet): MR1677749
Zentralblatt MATH: 0952.62041
Götze, F. and Künsch, H. R. (1996). Second-order correctness of the blockwise bootstrap for stationary observations. Ann. Statist. 24 1914--1933.
Mathematical Reviews (MathSciNet): MR1421154
Digital Object Identifier: doi:10.1214/aos/1069362303
Project Euclid: euclid.aos/1069362303
Zentralblatt MATH: 0906.62040
Gurney, M. (1963). The variance of the replication method for estimating variances for the CPS sample design. Memorandum, U.S. Bureau of the Census. Unpublished.
Hall, P. (1985). Resampling a coverage pattern. Stochastic Process. Appl. 20 231--246.
Mathematical Reviews (MathSciNet): MR808159
Digital Object Identifier: doi:10.1016/0304-4149(85)90212-1
Zentralblatt MATH: 0587.62081
Hall, P. (1989). Antithetic resampling for the bootstrap. Biometrika 76 713--724.
Mathematical Reviews (MathSciNet): MR1041416
Zentralblatt MATH: 0678.62044
Digital Object Identifier: doi:10.2307/2336631
Hansen, M. H., Hurwitz, W. N. and Madow, W. G. (1953a). Sample Survey Methods and Theory 1. Methods and Applications. Wiley, New York.
Mathematical Reviews (MathSciNet): MR1247009
Hansen, M. H., Hurwitz, W. N. and Madow, W. G. (1953b). Sample Survey Methods and Theory 2. Theory. Wiley, New York.
Mathematical Reviews (MathSciNet): MR1247009
Hartigan, J. A. (1969). Using subsample values as typical values. J. Amer. Statist. Assoc. 64 1303--1317.
Mathematical Reviews (MathSciNet): MR261737
Digital Object Identifier: doi:10.2307/2286069
Hartigan, J. A. (1971). Error analysis by replaced samples. J. Roy. Statist. Soc. Ser. B 33 98--110.
Hartigan, J. A. (1975). Necessary and sufficient conditions for asymptotic joint normality of a statistic and its subsample values. Ann. Statist. 3 573--580.
Mathematical Reviews (MathSciNet): MR391346
Project Euclid: euclid.aos/1176343123
Hope, A. C. A. (1968). A simplified Monte Carlo significance test procedure. J. Roy. Statist. Soc. Ser. B 30 582--598.
Hubback, J. A. (1946). Sampling for rice yield in Bihar and Orissa. Sankhyā 7 281--294. (First published in 1927 as Bulletin 166, Imperial Agricultural Research Institute, Pusa, India.)
Jones, H. L. (1956). Investigating the properties of a sample mean by employing random subsample means. J. Amer. Statist. Assoc. 51 54--83.
Mathematical Reviews (MathSciNet): MR102871
Digital Object Identifier: doi:10.2307/2282142
Kish, L. (1957). Confidence intervals for clustered samples. American Sociological Review 22 154--165.
Künsch, H. R. (1989). The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17 1217--1241.
Mathematical Reviews (MathSciNet): MR1015147
Digital Object Identifier: doi:10.1214/aos/1176347265
Project Euclid: euclid.aos/1176347265
Zentralblatt MATH: 0684.62035
Lahiri, S. N. (1996). On Edgeworth expansion and moving block bootstrap for Studentized $M$-estimators in multiple linear regression models. J. Multivariate Anal. 56 42--59.
Mathematical Reviews (MathSciNet): MR1380180
Digital Object Identifier: doi:10.1006/jmva.1996.0003
Zentralblatt MATH: 0864.62028
Madow, W. G. and Madow, L. (1944). On the theory of systematic sampling. I. Ann. Math. Statist. 15 1--24.
Mathematical Reviews (MathSciNet): MR9836
Digital Object Identifier: doi:10.1214/aoms/1177731312
Project Euclid: euclid.aoms/1177731312
Mahalanobis, P. C. (1940). A sample survey of the acreage under jute in Bengal. Sankhyā 4 511--530.
Mahalanobis, P. C. (1946a). On large-scale sample surveys. Philos. Trans. Roy. Soc. London Ser. B 231 329--451.
Mahalanobis, P. C. (1946b). Report on the Bihar crop survey: Rabi season 1943--44. Sankhyā 7 29--106.
Mahalanobis, P. C. (1946c). Sample surveys of crop yields in India. Sankhyā 7 269--280.
Mahalanobis, P. C. (1946d). Recent experiments in statistical sampling in the Indian Statistical Institute (with discussion). J. Roy. Statist. Soc. 109 325--378. [Reprinted, including discussion, in Sankhyā 20 (1958) 329--397.]
Mammen, E. (1992). When Does Bootstrap Work? Asymptotic Results and Simulations. Lecture Notes in Statist. 77. Springer, New York.
Zentralblatt MATH: 0760.62038
Maritz, J. S. (1979). A note on exact robust confidence intervals for location. Biometrika 66 163--166.
Mathematical Reviews (MathSciNet): MR529161
Zentralblatt MATH: 0396.62026
Digital Object Identifier: doi:10.2307/2335258
Maritz, J. S. and Jarrett, R. G. (1978). A note on estimating the variance of the sample median. J. Amer. Statist. Assoc. 73 194--196.
McCarthy, P. J. (1966). Replication: An approach to the analysis of data from complex surveys. Vital Health Statistics. Public Health Service Publication 1000, Series 2, No. 14, National Center for Health Statistics, Public Health Service, U.S. Government Printing Office, Washington.
McCarthy, P. J. (1969). Pseudo-replication: Half samples. Review of the International Statistical Institute 37 239--264.
Pitman, E. J. G. (1937). Significance tests which may be applied to samples from any populations. Suppl. J. Roy. Statist. Soc. 4 119--130.
Politis, D. N. and Romano, J. P. (1993). Nonparametric resampling for homogeneous strong mixing random fields. J. Multivariate Anal. 47 301--328.
Mathematical Reviews (MathSciNet): MR1247380
Digital Object Identifier: doi:10.1006/jmva.1993.1085
Zentralblatt MATH: 0795.62087
Politis, D. N. and Romano, J. P. (1994). Large sample confidence regions based on subsamples under minimal assumptions. Ann. Statist. 22 2031--2050.
Mathematical Reviews (MathSciNet): MR1329181
Digital Object Identifier: doi:10.1214/aos/1176325770
Project Euclid: euclid.aos/1176325770
Zentralblatt MATH: 0828.62044
Politis, D. N., Romano, J. P. and Wolf, M. (1999). Subsampling. Springer, New York.
Mathematical Reviews (MathSciNet): MR1707286
Quenouille, M. H. (1949). Approximate tests of correlation in time-series. Proc. Cambridge Philos. Soc. 45 483--484.
Mathematical Reviews (MathSciNet): MR30179
Digital Object Identifier: doi:10.1017/S0305004100025123
Quenouille, M. H. (1956). Notes on bias in estimation. Biometrika 43 353--360.
Mathematical Reviews (MathSciNet): MR81040
Zentralblatt MATH: 0074.14003
Digital Object Identifier: doi:10.2307/2332914
Rubin, D. B. (1981). The Bayesian bootstrap. Ann. Statist. 9 130--134.
Mathematical Reviews (MathSciNet): MR600538
Digital Object Identifier: doi:10.1214/aos/1176345338
Project Euclid: euclid.aos/1176345338
Shao, J. and Tu, D. (1995). The Jackknife and Bootstrap. Springer, New York.
Mathematical Reviews (MathSciNet): MR1351010
Zentralblatt MATH: 0947.62501
Sherman, M. (1996). Variance estimation for statistics computed from spatial lattice data. J. Roy. Statist. Soc. Ser. B 58 509--523.
Mathematical Reviews (MathSciNet): MR1394363
Shiue, C.-J. (1960). Systematic sampling with multiple random starts. Forest Science 6 42--50.
Simon, J. (1969). Basic Research Methods in Social Science. The Art of Empirical Investigation. Random House, New York.
Simon, J. (1993). Resampling: The New Statistics. Duxbury, Belmont, CA.
Zentralblatt MATH: 0970.62076
Stigler, S. M. (1991). Stochastic simulation in the nineteenth century. Statist. Sci. 6 89--97.
Mathematical Reviews (MathSciNet): MR1108817
Digital Object Identifier: doi:10.1214/ss/1177011943
Project Euclid: euclid.ss/1177011943
Zentralblatt MATH: 0955.01504
Stigler, S. M. (1999). Statistics On the Table: The History of Statistical Concepts and Methods. Harvard Univ. Press, Cambridge, MA.
Mathematical Reviews (MathSciNet): MR1712969
Zentralblatt MATH: 0997.62506
Stone, M. (1974). Cross-validatory choice and assessment of statistical predictions (with discussion). J. Roy. Statist. Soc. Ser. B 36 111--147.
Mathematical Reviews (MathSciNet): MR356377
Tukey, J. (1958). Bias and confidence in not-quite large samples (abstract). Ann. Math. Statist. 29 614.
Wald, A. and Wolfowitz, J. (1944). Statistical tests based on permutations of the observations. Ann. Math. Statist. 15 358--372.
Mathematical Reviews (MathSciNet): MR11424
Digital Object Identifier: doi:10.1214/aoms/1177731207
Project Euclid: euclid.aoms/1177731207
Wattenberg, B. (1998). Malthus, watch out (Julian Simon obituary). Wall Street Journal, February 11.
Welch, B. L. (1937). On the $z$-test in randomized blocks and Latin squares. Biometrika 29 21--52.

2012 © Institute of Mathematical Statistics

Statistical Science

Statistical Science