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    PHYSTAT

    PHYSTAT Seminar: An Introduction to the Nonparametric Bootstrap

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

    → Europe/Zurich
    Description

     

    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
    Organised by

    O. Behnke, L, Brenner, L. Lyons, N. Wardle, S. Algeri