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### When should one avoid bootstrapping? [duplicate]

Possible Duplicate: What are examples where a “naive bootstrap” fails? Perhaps this question will turn out to be a bit soft, but I think it may have a hard answer. Feel free to move ...
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### Explaining to laypeople why bootstrapping works

I recently used bootstrapping to estimate confidence intervals for a project. Someone who doesn't know much about statistics recently asked me to explain why bootstrapping works, i.e., why is it that ...
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### Assumptions regarding bootstrap estimates of uncertainty

I appreciate the usefulness of the bootstrap in obtaining uncertainty estimates, but one thing that's always bothered me about it is that the distribution corresponding to those estimates is the ...
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### Is it true that the percentile bootstrap should never be used?

In the MIT OpenCourseWare notes for 18.05 Introduction to Probability and Statistics, Spring 2014 (currently available here), it states: The bootstrap percentile method is appealing due to its ...
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### Is bootstrapping a valid method to assess the uncertainty of the median estimate?

Bootstrapping works well to access the uncertainty in the mean estimate, however I remember reading somewhere the bootstrap does not do a good job in assessing the uncertainty in quantile estimates (...
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### Recommended reading for understanding when the bootstrap will fail?

It is known that the bootstrap can fail. I read in Section 6 of Bickel and Freedman (1981) that the bootstrap fails when you wan to use it to evaluate the MLE for estimating the parameter of a ...
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### Estimating quantiles by bootstrap

It's known that one shouldn't use bootstrap to estimate minimum and maximum of the distribution which are quantiles. I have heard the reasoning that quantiles cannot be bootstrapped because quantile ...
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### How to estimate true value and 95% bands when distribution is asymmetrical?

I have a set of results of independent measurements of some physical quantity. As an example I give here real expermental data on methanol refractive index at 25 degrees Celsius published in ...
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### Bootstrap method- downsides

Can you tell me when doesnt the bootstrap method work? I know that could be outliers, but is there any particular distribution when it doesn't work?
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### Inconsistent outcomes of boostraped hypothesis tests on max and median

I am trying to make an hypothesis test using bootstrapping. I compute a quantity Q from a sample set (the exact calculation should not be relevant, but let's say ...
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### Confidence interval for maximum value in velocity time series

I have a time series of velocity values, which is structured into two periods. The first period describes the baseline velocity ("pre"). At the beginning of the second period ("post"), a stimulus is ...