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We study the bootstrap estimator fo the sampling distribution of a given statistic in some nonregular cases where the given statistic is nonsmooth or not-so-smooth. It is found that the ordinary ...
This paper is about the asymptotic distribution of linear combinations of stratum means in stratified sampling, with and without replacement. Both the number of strata and their size is arbitrary.
We will give an example of how bootstrap sampling can be applied to a regression problem to allow us to make inference on the data when normal assumptions for more traditional methods are not met.
Bagging is a common ensemble method that uses bootstrap sampling 3. Random forest is an enhancement of bagging that can improve variable selection. We will start by explaining bagging and then ...
In other words, the bootstrap sample is too random - the returns are independent from one another. In reality, that's not an accurate description of market behavior.