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Presentation

Exchangeably weighted bootstrap schemes

Philippe Van Kerm

9 September 2022

Session

The exchangeably weighted bootstrap is one of the many variants of bootstrap resampling schemes.

Rather than directly drawing observations with replacement from the data, weighted bootstrap schemes generate vectors of replication weights to form bootstrap replications. Various ways to generate the replication weights can be adopted, and some choices bring practical computational advantages. This presentation demonstrates how easily such schemes can be implemented and where they are particularly useful. It also introduces the exbsample command, which facilitates their implementation.

Speaker

Philippe Van Kerm