Bootstrap Methods and their Application (Cambridge Series in Statistical and Probabilistic Mathematics) [Paperback]

A. C. Davison (Author), D. V. Hinkley (Author)

Book Description

Publication Date: October 28, 1997 | ISBN-10: 0521574714 | ISBN-13: 978-0521574716 | Edition: 1

This book gives a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. Included with the book is a disk of purpose-written S-Plus programs for implementing the methods described in the text. Computer algorithms are clearly described, and computer code is included on a 3-inch, 1.4M disk for use with IBM computers and compatible machines. Users must have the S-Plus computer application. Author resource page: http://statwww.epfl.ch/davison/BMA/

Editorial Reviews

Review

"...well-illustrated examples..." Sociological Methods and Research

"The number and diversity of examples greatly enhance the understanding of the text. We marvel at the number of resamples that were taken in support of the book! The authors use hundreds of plots and dozens of tables to demonstrate and evaluate the uses of bootstrap... Statisticians with little or no familiarity with the bootstrap will find Bootstrap Methods and Their Application to be a thorough introduction to its use in solving real-world problems...We recommend this book most highly. It made us stop and think regularly and contributed tremendously to our understanding of the bootstrap. It is an excellent book for professors, students, practicioners, and researchers alike." Thomas Loughin and Christopher R. Bilder, Journal of the American Statistical Association

"...a comprehensive and extremely readable overview of the current state of art in bootstrap methodology. Through the numerous exercises, practicals and examples the reader obtains a good understanding for the strength of bootstrap methods, the problems for which they work and how to avoid their pitfalls. I strongly recommend this book to anybody who uses, or wishes to use, bootstrap methods...this book should be part of your library." The University of Adelaide

"The authors have done an excellent job of mixing up the theory and the applications of bootstrap...Every applied statistician who wants to apply bootstrap with some knowledge of the underlined theory so that it is not applied improperly should take a look at this book." Technometrics

Book Description

The bootstrap technique is a powerful and modern tool used in the analysis of statistical data. This book is the first that is aimed at users of the method. It describes many examples, and includes programs in S-plus, available on a disk supplied with the book, for practical use.

Product Details

• Paperback: 592 pages
• Publisher: Cambridge University Press; 1 edition (October 28, 1997)
• Language: English
• ISBN-10: 0521574714
• ISBN-13: 978-0521574716
• Product Dimensions: 9.9 x 7 x 1.3 inches
• Shipping Weight: 2.7 pounds (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars  See all reviews (5 customer reviews)
• Amazon Best Sellers Rank: #623,995 in Books (See Top 100 in Books)

More About the Author

Discover books, learn about writers, read author blogs, and more.

Customer Reviews

Most Helpful Customer Reviews

34 of 39 people found the following review helpful:

5.0 out of 5 stars worth the price, January 23, 2008

By 

Michael R. Chernick "statman31147" (Holland PA) - See all my reviews
(REAL NAME)   

This review is from: Bootstrap Methods and their Application (Cambridge Series in Statistical and Probabilistic Mathematics) (Paperback)

This book is loaded with good text book examples and covers a wide variety of bootstrap applications. It is great as a reference book on the bootstrap or as a course text at a graduate level. Chernick (1999) is a little more up-to-date and covers the classifcation error rate estimation problem that is not addressed in this text. Chernick (1999) also has many more references. Efron and Tibshirani (1993) is another fine text that is a little more intuition based with less mathematics. Fieller's problem with ratio estimation and some other gems are well covered in Efron and Tibshirani but not here. Davison and Hinkley do the best job on time series of any of the bootstrap books with details about moving block bootstrap and some interesting applications. The second edition of my text Chernick (2007) just came out and is far more up to date with an improved treatment of time series. But Davison and Hinkley is still by far the best book for a course because of the many exercises and practicals.

12 of 12 people found the following review helpful:

5.0 out of 5 stars A Clear Introduction to the Bootstrap & Applications, August 25, 2007

By 

C. Andersen (Houston Area) - See all my reviews
(REAL NAME)   

Amazon Verified Purchase

This review is from: Bootstrap Methods and their Application (Cambridge Series in Statistical and Probabilistic Mathematics) (Paperback)

This is a well-written book, and I had the basic bootstrap notion figured-out and implemented within a few days, though it will be some time before I develop any serious depth of mastery of the material. For those unfamiliar with the bootstrap method, by a system of resampling from an existing sample of data it provides a means of establishing the standard error for pretty-near any statistical measure (like the standard error of the mean in traditional statistics), as well as the determination of general confidence intervals for those measures, even when the distribution of the data is non-gaussian or unknown. I do find the author's symbolic notation a bit confusing - perhaps TOO compact, and many of the symbolic expressions would really benefit from an associated clearly written paraphrasing (difficult for me to remember all the conventions after putting the book down for a few days). Still, to go from being barely aware of the technique to applying it to the data analysis in a current research project over a period of several weeks suggests that this text does a heck of a good job at conveying the intended introduction.

8 of 8 people found the following review helpful:

5.0 out of 5 stars It is a very good book, May 15, 2007

By 

C. Tu (Lincoln, Nebraska United States) - See all my reviews
(REAL NAME)   

This review is from: Bootstrap Methods and their Application (Cambridge Series in Statistical and Probabilistic Mathematics) (Paperback)

People might have many different reasons to use bootstrap techniques and they might have various backgrounds therefore this is a good book for readers that want to learn the bootstrap. If you do not have strong background in statistics then the practicals section will help you to programm and analyze the data. If you have background this book does show you the theory behind.