Efron, Gong - 1983 - The American Statistician - A Leisurely Look at the Bootstrap, the Jackknife, and Cross-Validation.pdf

Abstract

This is an invited expository article for The American Statistician. It reviews the nonparametric estimation of statistical error, mainly the bias and standard error of an estimator, or the error rate of a prediction rule. The presentation is written at a relaxed mathematical level, omitting most proofs, regularity conditions, and technical details.