On the bootstrap and confidence intervals

Abstract

In this thesis, we discuss the use of bootstrap methods for constructing confidence intervals in a wide variety of circumstances. In particular, we provide asymptotic theory for bootstrap confidence intervals based on Edgeworth expansions in several problems, and develop a general bootstrap resampling scheme applicable to a large range of statistical problem s. The thesis is divided into five chapters. The first gives a brief introduction to bootstrap methods and Edgeworth expansion theory to provide a background and motivation for our later work. Show more