The Bootstrap and Edgeworth Expansion

Rating:
Summary: Terrific advanced treatment of Edgeworth Expan. & Bootstrap
Review: I wrote a book on bootstrap methods at the same time that Peter Hall was writing his. He kindly sent me an advance copy of the manuscript. This enabled me to incorporate some very useful information in my book. The material is advanced and rigorous. However the asymptotic results for Edgeworth and Cornish-Fisher expansions provide important insight into the advantages of bootstrap and the special modifications such as bootstrap iteration and various other bootstrap variants for confidence intervals including Efron's BCa method. It is well written but requires a good mathematical background and knowledge of advanced probability would be helpful. It is not easy reading even for Ph.D students and postdoctoral researchers but is certainly worth the effort.