作者：Imbens, Guido; Menzel, Konrad
作者单位：Stanford University; Stanford University; New York University
摘要：The bootstrap, introduced by The Jackknife, the Bootstrap and Other Resampling Plans ((1982), SIAM), has become a very popular method for estimating variances and constructing confidence intervals. A key insight is that one can approximate the properties of estimators by using the empirical distribution function of the sample as an approximation for the true distribution function. This approach views the uncertainty in the estimator as coming exclusively from sampling uncertainty. We argue tha...
