The Bootstrap Method for Assessing Statistical Accuracy

Abstract
This is an invited review of bootstrap methods. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy, like bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals. The paper ends with a FORTRAN program for bootstrap standard errors.