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Efficient bootstrap simulation

 2 years ago
source link: https://academic.oup.com/biomet/article-abstract/73/3/555/250081
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Abstract

Bootstrap methods are simulation methods for assessing sampling properties of statistical estimates. We discuss two ideas for making the simulation more efficient. The first idea is to balance the simulated samples, and the second idea is to make explicit use approximations which do not require simulation. Both ideas are illustrated with three examples.

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