Bootstrapping

To read:

[The bootstrap] and addendum – “Hopefully, this will assuage your curiosity about how to use the same data set not just to fit a statistical model but also to say how much uncertainty there is in the fit.”

The original boostrap paper by Efron – Bootstrap Methods: Another Look at the Jackknife

References
cosma2010bootstrap

Shalizi C.: The bootstrap. American Scientist. (2010)