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We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks. We provide a tight…

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…

Statistics Theory · Mathematics 2014-09-26 Takumi Saegusa

In this paper we propose an autoregressive wild bootstrap method to construct confidence bands around a smooth deterministic trend. The bootstrap method is easy to implement and does not require any adjustments in the presence of missing…

Methodology · Statistics 2019-12-12 Marina Friedrich , Stephan Smeekes , Jean-Pierre Urbain

Violation of the assumptions underlying classical (Gaussian) limit theory often yields unreliable statistical inference. This paper shows that the bootstrap can detect such violations by delivering simple and powerful diagnostic tests that…

Econometrics · Economics 2025-10-09 Giuseppe Cavaliere , Luca Fanelli , Iliyan Georgiev

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

Although the independent censoring assumption is commonly used in survival analysis, it can be violated when the censoring time is related to the survival time, which often happens in many practical applications. To address this issue, we…

Methodology · Statistics 2024-08-28 Huazhen Yu , Lixin Zhang

For more than $50$ years the {\it Mean Measure of Divergence} (MMD) has been one of the most prominent tools used in anthropology for the study of non-metric traits. However, one of the problems, in anthropology including palaeoanthropology…

Applications · Statistics 2019-08-22 Federico Zertuche , Abigail Meza-Peñaloza

The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…

Applications · Statistics 2018-08-27 Chris Gotwalt , Li Xu , Yili Hong , William Q. Meeker

A key tool to carry out inference on the unknown copula when modeling a continuous multivariate distribution is a nonparametric estimator known as the empirical copula. One popular way of approximating its sampling distribution consists of…

Statistics Theory · Mathematics 2023-02-01 Ivan Kojadinovic , Kristina Stemikovskaya

Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

In this paper, we propose a bootstrap method applied to massive data processed distributedly in a large number of machines. This new method is computationally efficient in that we bootstrap on the master machine without over-resampling,…

Machine Learning · Statistics 2020-02-21 Yang Yu , Shih-Kang Chao , Guang Cheng

I propose a nonparametric iid bootstrap procedure for the empirical likelihood, the exponential tilting, and the exponentially tilted empirical likelihood estimators that achieves asymptotic refinements for t tests and confidence intervals,…

Econometrics · Economics 2026-02-03 Seojeong Lee

We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gaussian or to have a symmetric bounded distribution, and we…

Statistics Theory · Mathematics 2008-02-07 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Methodology · Statistics 2022-08-19 Qian Zhao , Emmanuel J. Candes

Temporal dependence and the resulting autocovariances in time series data can introduce bias into ANOVA test statistics, thereby affecting their size and power. This manuscript accounts for temporal dependence in ANOVA and develops a test…

Statistics Theory · Mathematics 2025-09-12 Yunyi Zhang

The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes that are not strongly mixing. We investigate the…

Statistics Theory · Mathematics 2011-07-28 Olimjon Sh. Sharipov , Martin Wendler

Super learner algorithm can be applied to combine results of multiple base learners to improve quality of predictions. The default method for verification of super learner results is by nested cross validation. It has been proposed by…

Machine Learning · Computer Science 2020-03-19 Krzysztof Mnich , Agnieszka Kitlas Golińska , Aneta Polewko-Klim , Witold R. Rudnicki

Resampling techniques have become increasingly popular for estimation of uncertainty in data collected via surveys. Survey data are also frequently subject to missing data which are often imputed. This note addresses the issue of using…

Methodology · Statistics 2023-11-27 Michael W. Robbins , Lane Burgette , Sebastian Bauhoff

This paper focuses on the bootstrap for network dependent processes under the conditional $\psi$-weak dependence. Such processes are distinct from other forms of random fields studied in the statistics and econometrics literature so that…

Econometrics · Economics 2021-02-01 Denis Kojevnikov

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…