David George Kendall was born on 15 January 1918 in Ripon, Yorkshire, and was educated at Ripon Grammar School. He studied Mathematics at Queen's College, Oxford (1936-1939), where he held a Hastings Scholarship. He was taught by Haslam-Jones and much influenced by Milne and Titchmarsh. His early interests were in astronomy. He spent the war years at the Projectile Development Establishment working on rockets under Cook, Rosenhead and Knight, together with Anscombe, Bartlett, Moran, Rankin, Slater and others. In 1946 he reentered academic life as a Fellow of Magdalen College, Oxford, where he was a colleague of Henry Whitehead. He became the first Professor of Mathematical Statistics in the University of Cambridge (1962) and continues to work there in retirement. He has been a Fellow of Churchill College, Cambridge since 1962. He was one of those who joined with Jerzy Neyman in the campaign for the establishment of the Bernoulli Society, and he became its first President (1975). His honors and awards include the Guy Medal in Silver of the Royal Statistical Society (RSS) (1955), Fellow of the Royal Society (FRS) (1964, Council 1967-1969, 1982-1983), President of the London Mathematical Society (1972-1974), Weldon Memorial Prize (1974), Sylvester Medal of the Royal Society (1976), Honorary D.de l'U. (Paris René Descartes, 1976), D.Sc. (Oxford, 1977), Senior Whitehead Prize of the London Mathematical Society (1980), RSS Guy Medal in Gold (1981), President of the Mathematics and Physics Section of the British Association (1982), Milne Lecturer (1983), Honorary Fellow of Queen's College Oxford (1985), Hotelling Lecturer (1985), Honorary D.Sc. (Bath, 1986), Sc.D. (Cambridge, 1988), De Morgan Medal of the London Mathematical Society (1989), Member Academia Europaea (1991), Honorary Member of the Romanian Academy (1992). He was joint editor of Mathematics in the Archaeological and Historical Sciences (1971), Stochastic Analysis (1973), Stochastic Geometry (1974) and Analytic and Geometric Stochastics (1986). He has collaborated extensively with G. E. H. Reuter on stochastic analysis and with Huiling Le on stochastic geometry.

David Kendall married Diana Fletcher in 1952; they have six children. The eldest, Wilfrid S. Kendall, has collaborated with his father and is a Professor of Statistics at the University of Warwick.

This article surveys bootstrap methods for producing good approximate confidence intervals. The goal is to improve by an order of magnitude upon the accuracy of the standard intervals $\hat{\theta} \pm z^{(\alpha)} \hat{\sigma}$, in a way that allows routine application even to very complicated problems. Both theory and examples are used to show how this is done. The first seven sections provide a heuristic overview of four bootstrap confidence interval procedures: $BC_a$, bootstrap-t , ABC and calibration. Sections 8 and 9 describe the theory behind these methods, and their close connection with the likelihood-based confidence interval theory developed by Barndorff-Nielsen, Cox and Reid and others.

The term "self-consistency" was introduced in 1989 by Hastie and Stuetzle to describe the property that each point on a smooth curve or surface is the mean of all points that project orthogonally onto it. We generalize this concept to self-consistent random vectors: a random vector Y is self-consistent for X if $\mathscr{E}[X|Y] = Y$ almost surely. This allows us to construct a unified theoretical basis for principal components, principal curves and surfaces, principal points, principal variables, principal modes of variation and other statistical methods. We provide some general results on self-consistent random variables, give examples, show relationships between the various methods, discuss a related notion of self-consistent estimators and suggest directions for future research.