The Jackknife, the Bootstrap, and Other Resampling Plans (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 38)

The primary appeal of jackknife and bootstrap methods is that they are simple. This book dresses them up in mathematical notation, making them much harder to understand than they need to be. Also, since it was written in 1982, it's approach to computation is quaint. I will move on to a more recent presentation of this material...

Brad Efron wrote this monograph shortly after the publication of his groundbreaking early papers on bootstrapping. It was the first and for many years the only major reference on bootstrapping. It is written in an intuitive style and provides the connection between the bootstrap and many of the other earlier resampling methods, especially the jackknife. Geometric arguments are often used to explain concepts. Today it is still a useful reference but is very much outdated as there have been many advances. There are now also several excellent reference books and texts on the bootstrap including the introductory text by Efron and Tibshirani published in 1993 and the text by Davison and Hinkley published in 1997. My book published by Wiley in 1999 is intended for practitioners and has over 1600 references.

It is clear, intuitive, and concise. It presents only the most essential and most useful ideas. Of course 5 stars. But try to read at the library :-(

When I was first looking into the method I read many unsatisfying discussions of the bootstrap method before I came across Efron's concise text. It is as mathematically advanced as it needs to be, and no more. There is no introductory material, he gets right to the point and sticks with it. Very satisfying.