Thomas Lumley • 2/1/2017

When the bootstrap doesn’t work

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This technical article examines specific conditions under which the bootstrap method in statistics fails, such as with correlated data, parameter constraints, extrema estimation, lack of smoothness in estimators, and serious outliers. It provides detailed mathematical examples, including the median, constrained MLEs, and estimators with cube-root asymptotics, explaining why standard bootstrap inference breaks down.

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#statistics #bootstrap #Asymptotics
When the bootstrap doesn’t work

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