The bootstrap, introduced by Efron (Ann Stat 7: 1–26; 1979), merges simulation with formal model-based statistical inference. A statistical model for a sample X n of size n is a family of distributions { P θ, n : θ ∈ Θ}. The parameter space Θ is typically metric, possibly infinite-dimensional. The value of θ that identifies the true distribution from which X n is drawn is unknown.