Author:
Coolen Frank P. A.,Himd Sulafah Bin
Abstract
AbstractThis paper introduces a new bootstrap method based on the nonparametric predictive inference (NPI) approach to statistics.
NPI is a frequentist statistics framework which explicitly focuses on prediction of future observations. The NPI framework enables a bootstrap method (NPI-B) to be introduced which, different to Efron’s classical bootstrap (Ef-B), is aimed at prediction of future observations instead of estimation of population characteristics.
A brief initial comparison of NPI-B and Ef-B is presented. The main reason for introducing NPI-B here is for its application to NPI for reproducibility of statistical tests, which is illustrated for the two-sample Kolmogorov–Smirnov test.
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
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