PHYSTAT Seminar: An Introduction to the Nonparametric Bootstrap

by Charles Geyer (School of Statistics and Minnesota Center for Philosophy of Science, University of Minnesota)

Wednesday 13 Mar 2024, 16:00 → 17:30 Europe/Zurich

 

This talk introduces Efron's original nonparametric bootstrap and the subsampling bootstrap (Politis and Romano).  It does not require knowledge of theoretical statistics.  Topics covered include

  * bootstrap t confidence intervals,

  * bootstrap percentile confidence intervals,

  * second order correct procedures,

  * why naive bootstrap procedures do not work for hypothesis tests  and what to do about it (invert a bootstrap confidence interval),

  * why naive bootstrap procedures do not work for regression and what to do about it (bootstrap residuals), and

  * the subsampling bootstrap for time series and other applications for which Efron's original nonparametric bootstrap fails.

 

 

 

 

 

GMT20240313-150215_Recording_3686x2304.mp4

Slides