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I am considering the use of bootstrap method to estimate standard errors or confidence intervals for the method I am developing.

Two candidate books are

Efron and Tibshirani (1993) http://www.amazon.com/Introduction-Bootstrap-Monographs-Statistics-Probability/dp/0412042312/ref=sr_1_1?ie=UTF8&qid=1452238861&sr=8-1&keywords=bootstrap+efron

and

Davison and Hinkley (1997) http://www.amazon.com/Bootstrap-Application-Statistical-Probabilistic-Mathematics/dp/0521574714/ref=sr_1_2?ie=UTF8&qid=1452238861&sr=8-2&keywords=bootstrap+efron

Which one is better for the novice to implement the method?

Tim
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user67275
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  • I saw that such question is more appropriate for 'community wiki', but I couldn't find how to post there. – user67275 Jan 08 '16 at 07:49

1 Answers1

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I like both, and both are fairly accessible. In fact, I benefited from reading both, as their subtly different ways of explaining things complemented each other well. However, reading both as a first introduction to the bootstrap is probably overkill.

In short, you can't go wrong with either one.

Maarten Buis
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