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The Jackknife, the Bootstrap, and Other Resampling Plans by Bradley Efron (Paperback, 1982)

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This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.