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The bootstrap is a resampling method to estimate the sampling distribution of a statistic.

8 votes
1 answer
778 views

Working with the bootstrap sample vs the original sample

Get a bootstrap sample of the input sample. That is, sample with replacement (e.g. get 100 resamples) and compute the mean for each resample. … Bootstrap vs original sample: While I understand what approach #1 does. Is there an underlying estimator behind #2? …
Amelio Vazquez-Reina's user avatar
18 votes
3 answers
33k views

Questions on parametric and non-parametric bootstrap

The section on bootstrap reads: The bootstrap is a simple Monte Carlo technique to approximate the sampling distribution. … Finally, I don't quite understand the difference between parametric and non-parametric bootstrap from this text. …
Amelio Vazquez-Reina's user avatar
31 votes
2 answers
21k views

Mean of the bootstrap sample vs statistic of the sample

Say I have a sample and the bootstrap sample from this sample for a stastitic $\chi$ (e.g. the mean). … As we all know, this bootstrap sample estimates the sampling distribution of the estimator of the statistic. …
Amelio Vazquez-Reina's user avatar
19 votes
2 answers
21k views

Understanding bootstrapping for validation and model selection

across its bootstrap samples? Are there any texts that discuss how to use bootstrapping for model selection or validation? …
Amelio Vazquez-Reina's user avatar
7 votes
1 answer
1k views

Bias and variance estimation with boostrap

Bias-correction of $\theta$: $ {\bar {\theta }}_{{\mathrm {BiasCorrected}}}=N{\bar {\theta }}-(N-1){\bar {\theta }}_{{Jack}} $ My question is: What are the corresponding formulas for bootstrap? …
Amelio Vazquez-Reina's user avatar
4 votes
1 answer
789 views

The Bayesian approach to computing estimator bias and variance

From what I understand, jackknife and bootstrapping are frequentist methods for computing statistics (bias, variance, etc.) of an estimator. Given a sample of my data and an estimator, and assuming l …
Amelio Vazquez-Reina's user avatar