Bootstrap Methods: Another Look at the Jackknife

This first paper on the bootstrap is Brad’s most-cited work, currently with some 2,500 citations. A Google search throws up more than 300,000 entries for “Efron, bootstrap.” I think it not an exaggeration to say that the paper started a revolution in statistical methodology. Much of the success of that revolution was due to the rapidity and wide range of consequent developments by Brad and those around him, including several of his Ph.D. students.

As Brad has recounted in Efron (2003), his thinking about this topic started in 1972–1973 when he and Rupert Miller left the tranquility of Stanford for sabbatical visits to Imperial College in London. Rupert was finishing his review paper (Miller 1974) and giving talks on jackknife methods, which aroused genuine interest in many of us there. Cross-validation methods were also being talked about – Mervyn Stone presented a paper (Stone 1974) on this topic at the Royal Statistical Society at the end of 1973, but this was focussed on choice1 rather than assessment, which was Brad’s interest. The jackknife and cross-validation methods had both been advocated in a book on data analysis by Mosteller and Tukey (1968), and were again in a second book (Mosteller and Tukey 1977) in the same year that Brad’s paper was presented as the Rietz Lecture at the IMS meeting.