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Exchangeably weighted bootstrap schemes
VAN KERM, Philippe
2022
 

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Keywords :
bootstrap; stata; bayesian bootstrap
Abstract :
[en] 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, and introduces the exbsample command, which facilitates their implementation.
Disciplines :
Quantitative methods in economics & management
Author, co-author :
VAN KERM, Philippe  ;  University of Luxembourg > Faculty of Humanities, Education and Social Sciences (FHSE) > Department of Social Sciences (DSOC)
Language :
English
Title :
Exchangeably weighted bootstrap schemes
Publication date :
18 November 2022
Event name :
Swiss Stata Conference 2022
Event place :
Bern, Switzerland
Event date :
18-11-2022
Audience :
International
Focus Area :
Computational Sciences
Available on ORBilu :
since 29 December 2022

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