The Bootstrap Method

Konstantin M. Zuev ()
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Konstantin M. Zuev: California Institute of Technology, Department of Computing and Mathematical Sciences

Chapter 6 in Fundamentals of Statistical Inference, 2026, pp 115-129 from Springer

Abstract: Abstract In this chapter, we will learn how to estimate the standard error of an estimate and how to construct confidence intervals for a parameter of interest. Both problems can be solved by the bootstrap method, which was inspired by the jackknife. The bootstrap, introduced in 1979 by Bradley Efron, is a general simulation-based method for measuring the uncertainty of estimates, in particular, for estimating their standard errors and constructing confidence intervals. Its beauty lies in its simplicity and universality: the bootstrap is fully automatic, requires no theoretical calculations, and is always available.

Keywords: bootstrap method; bootstrap confidence intervals; resampling; standard error (search for similar items in EconPapers)
Date: 2026
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DOI: 10.1007/978-3-032-03848-7_6

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