When the Bootstrap Fails and How to Fix It
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When the Bootstrap Fails and How to Fix It

When the Bootstrap Fails and How to Fix It

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Description:

Published: June 17, 2017 0 0 18
By: Andrew Bates, University of California San Diego
Category: Statistics

This was a project for a course on the bootstrap. I conducted a simulation study to investigate the performance of two alternatives to the bootstrap in situations where the bootstrap is known to fail. Emperical coverage probabilities of confidence intervals constructed using the m out of n bootstrap and subsampling were compared for several sample sizes and several resample sizes.

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FinalProject.pdf 273.9 KB