Bibliografía básica

Davison, A.C. and Hinkley, D.V. (1997). Bootstrap Methods and their Application. Cambridge University Press.

Efron, B. (1979). Bootstrap Methods: Another look at the Jackknife. Ann. Statist., 7, 1-26.

Efron, B. and Tibshirani, R.J. (1993). An Introduction to the Bootstrap. Chapman and Hall.

Shao, J. and Tu, D. (1995). The Jackknife and Bootstrap. Springer Verlag.

Bibliografía complementaria

Akritas, M. G. (1986). Bootstrapping the Kaplan--Meier estimator. J. Amer. Statist. Assoc. 81, 1032-1038.

Bickel, P.J. and Freedman, D.A. (1981). Some asymptotic theory for the bootstrap. Ann. Statist. 12, 470-482.

Bühlmann, P. (1997). Sieve bootstrap for time series. Bernoulli 3, 123-148.

Cao, R. (1990). Órdenes de convergencia para las aproximaciones normal y bootstrap en la estimación no paramétrica de la función de densidad. Trabajos de Estadística, vol. 5, 2, 23-32.

Cao, R. (1991). Rate of convergence for the wild bootstrap in nonparametric regression. Ann. Statist. 19, 2226-2231.

Cao, R. and Prada-Sánchez, J.M. (1993). Bootstrapping the mean of a symmetric population. Statistics & Probability Letters 17, 43-48.

Cao, R. (1993). Bootstrapping the mean integrated squared error. Jr. Mult. Anal. 45, 137-160.

Cao, R. (1999). An overview of bootstrap methods for estimating and predicting in time series. Test, 8, 95-116.

Cao, R. and González-Manteiga, W. (1993). Bootstrap methods in regression smoothing. J. Nonparam. Statist. 2, 379-388.

Efron, B. (1981). Censored data and the bootstrap. J. Amer. Statist. Assoc. 76, 312-319.

Efron, B. (1982). The Jackknife, the Bootstrap and other Resampling Plans. CBMS-NSF. Regional Conference series in applied mathematics.

Efron, B. (1983). Estimating the error rate of a prediction rule: improvements on cross-validation. J. Amer. Stat. Assoc. 78, 316-331.

Efron, B. and Tibshirani, R. (1986). Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science 1, 54-77.

Efron, B. (1987). Better Bootstrap confidence intervals (with discussion), J. Amer. Stat. Assoc. 82, 171-200.

Efron, B. (1990). More Efficient Bootstrap Computations. J. Amer. Stat. Assoc. 85, 79-89.

Freedman, D.A. (1981). Bootstrapping regression models. Ann. Statist. 9, 6, 1218-1228.

González-Manteiga, W. y Prada-Sánchez, J.M. (1985). Una aplicación de los métodos de suavización no paramétricos en la técnica Bootstrap. Proceedings Jornadas Hispano-Lusas de Matemáticas. Murcia.

García-Jurado, I. González-Manteiga, W., Prada-Sánchez, J.M., Febrero-Bande, M. and Cao, R. (1995). Predicting using Box-Jenkins, nonparametric and bootstrap techniques. Technometrics 37, 303-310.

González-Manteiga, W., Prada-Sánchez, J.M. and Romo, J. (1994). The Bootstrap-A Review. Computational Statistics, 9, 165-205.

Hall, P. (1986). On the bootstrap and confidence intervals. Ann. Statist. 14, 1431-1452.

Hall, P. (1988-a). Theoretical comparison of bootstrap confidence intervals. Ann. Statist. 16, 927-953.

Hall, P. (1988-b). Rate of convergence in bootstrap approximations. Ann. Probab. 16, 4, 1665-1684.

Hall. P. (1992). The Bootstrap and Edgeworth Expansion. Springer Verlag.

Hall, P. and Martin, M.A. (1988). On bootstrap resampling and iteration. Biometrika 75, 661-671.

Härdle, W. and Marron, J. S. (1991). Bootstrap simultaneous error bars for nonparametric regression. Ann. Statist. 19, 778-796.

Künsch, H.R. (1989). The jackknife and the bootstrap for general stationary observations. Ann. Statist. 17, 1217-1241.

Lombardía, M.J., González-Manteiga, W. and Prada-Sánchez, J.M. (2003). Bootstrapping the Chambers-Dunstan estimate of a finite population distribution function. J. Stat. Plan. Infer., 116, 367-388.

Mammen, E. (1992). When does Bootstrap Work?. Springer Verlag.

Navidi, W. (1989). Edgeworth expansions for bootstrapping regression models. Ann. Statist. 17, 4, 1472-1478.

Politis, D.N. and Romano, J.R. (1994). The stationary bootstrap. J. Amer. Statist. Assoc. 89, 1303-1313.

Politis, D.N. and Romano, J.R. (1994). Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap. Statist. Sin. 4, 461-476.

Politis, D.N., Romano, J.P. and Wolf, M. (1999). Subsampling. Springer Verlag.

Prada-Sánchez, J.M. and Otero-Cepeda, X.L. (1989). The use of smooth bootstrap techniques for estimating the error rate of a prediction rule. Comm. Statist .-Simula., 18(3), 1169-1186.

Prada-Sánchez, J.M. and Cotos-Yáñez, T. (1997). A Simulation Study of Iterated and Non-iterated Bootstrap Methods for Bias Reduction and Confidence Interval Estimation. Comm. Statist .-Simula., 26(3), 927-946.

Reid, N. (1981). Estimating the median survival time. Biometrika 68, 601-608.

Stine, R.A. (1987). Estimating properties of autoregressive forecasts. J. Amer. Statist. Assoc. 82, 1072-1078.

Thombs, L.A. and Schucany, W.R. (1990). Bootstrap prediction intervals for autoregression. J. Amer. Statist. Assoc. 85, 486-492.

Wu, C.-F. J. (1986). Jackknife, bootstrap and other resampling methods in regression analysis. Ann. Statist. 14, 1261-1350.