The Jackknife and Bootstrap

by Jun Shao

The jackknife and bootstrap are the most popular data-resampling meth­ ods used in statistical analysis. The resampling methods replace theoreti­ cal derivations required in applying traditional methods (such as substitu­ tion and linearization) in statistical analysis by repeatedly resampling the original data and making inferences from the resamples. Because of the availability of inexpensive and fast computing, these computer-intensive methods have caught on very rapidly in recent years and are particularly appreciated by applied statisticians. The primary aims of this book are (1) to provide a systematic introduction to the theory of the jackknife, the bootstrap, and other resampling methods developed in the last twenty years; (2) to provide a guide for applied statisticians: practitioners often use (or misuse) the resampling methods in situations where no theoretical confirmation has been made; and (3) to stimulate the use of the jackknife and bootstrap and further devel­ opments