[johnmyleswhite]

I'm not a big fan of the percentile bootstrap, but that reference is a little too cavalier with material that deserves to be treated more rigorously. Chapter 8 of Wasserman's "All of Statistics" is much more careful about outlining the conditions under which the percentile bootstrap will work. Moreover, he works through a specific example that demonstrates that the percentile bootstrap does not generate results that are profoundly different from other methods.

[spencebeecher]

John, you are a true wizard. I admire you & will work to incorporate your feedback (gathered offline) into the library =)

Thanks for the feedback!