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Bootstrap methods in statistics. (English) Zbl 0547.62023

The bootstrap method of statistical estimation is surveyed. The consistency and asymptotic minimaxity of bootstrap distribution estimates are established. The asymptotic normality of these estimates is also proved. A close connection between bootstrap and jackknife methods is given. As an example the bootstrap estimate of the distribution of the Kolmogorov-Smirnov statistic is studied in detail.
Reviewer: J.Bartoszewicz

MSC:

62G05 Nonparametric estimation
62G15 Nonparametric tolerance and confidence regions
62E20 Asymptotic distribution theory in statistics