A Short Prehistory of the Bootstrap

Date

2003-09-19

Authors

Hall, Peter

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Volume Title

Publisher

Institute of Mathematical Statistics

Abstract

The contemporary development of bootstrap methods, from the time of Efron’s early articles to the present day, is well documented and widely appreciated. Likewise, the relationship of bootstrap techniques to certain early work on permutation testing, the jackknife and cross-validation is well understood. Less known, however, are the connections of the bootstrap to research on survey sampling for spatial data in the first half of the last century or to work from the 1940s to the 1970s on subsampling and resampling. In a selective way, some of these early linkages will be explored, giving emphasis to developments with which the statistics community tends to be less familiar. Particular attention will be paid to the work of P. C. Mahalanobis, whose development in the 1930s and 1940s of movingblock sampling methods for spatial data has a range of interesting features, and to contributions of other scientists who, during the next 40 years, developed half-sampling, subsampling and resampling methods.

Description

Keywords

Block bootstrap, computer-intensive statistics, confidence interval, half-sample, Monte Carlo, moving block, resampling, permutation test, resample, sample survey, statistical experimentation, sub-sample

Citation

Source

Statistical Science

Type

Journal article

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