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May 2003 Recent Developments in Bootstrap Methodology
A. C. Davison, D. V. Hinkley, G. A. Young
Statist. Sci. 18(2): 141-157 (May 2003). DOI: 10.1214/ss/1063994969


Ever since its introduction, the bootstrap has provided both a powerful set of solutions for practical statisticians, and a rich source of theoretical and methodological problems for statistics. In this article, some recent developments in bootstrap methodology are reviewed and discussed. After a brief introduction to the bootstrap, we consider the following topics at varying levels of detail: the use of bootstrapping for highly accurate parametric inference; theoretical properties of nonparametric bootstrapping with unequal probabilities; subsampling and the m out of n bootstrap; bootstrap failures and remedies for superefficient estimators; recent topics in significance testing; bootstrap improvements of unstable classifiers and resampling for dependent data. The treatment is telegraphic rather than exhaustive.


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A. C. Davison. D. V. Hinkley. G. A. Young. "Recent Developments in Bootstrap Methodology." Statist. Sci. 18 (2) 141 - 157, May 2003.


Published: May 2003
First available in Project Euclid: 19 September 2003

zbMATH: 1331.62179
MathSciNet: MR2026076
Digital Object Identifier: 10.1214/ss/1063994969

Keywords: bagging , bootstrap , conditional inference , empirical strength probability , Parametric bootstrap , subsampling , superefficient estimator , tilted distribution , time series , weighted bootstrap

Rights: Copyright © 2003 Institute of Mathematical Statistics


Vol.18 • No. 2 • May 2003
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