On Bootstrapping Using Smoothed Bootstrap
The standard bootstrap method was introduced as a resampling method for statistical inference; it is a computer based method for assigning measures of accuracy to statistical estimates. The bootstrap sample is obtained by randomly sampling n times, with replacement, from the original sample. Thereafter, different versions of bootstrap were developed such as smoothed bootstrap. The smoothed bootstrap method uses n observations to create n + 1 intervals, and then sample the observations from these intervals. This paper will discuss the smoothed bootstrap method and compare it to the standard method via simulation studies.
KeywordsBootstrap Smoothed bootstrap Prediction interval Resampling method
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