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A novel parametric predictive bootstrap method

delete2025-09-01
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PRE
AI
A
Abdulrahman M. A. Aldawsari
F
Frank P. A. Coolen
T
Tahani Coolen-Maturi *
DOI：10.1080/03610926.2025.2553732delete
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Abstract

Abstract

En 中文
Bootstrap methods are widely used statistical techniques known for their simplicity and good properties. This paper introduces a novel bootstrap method called the parametric predictive bootstrap (PP-B), which relies on parametric models and is designed for predictive inference. The PP-B method is evaluated in various scenarios and typically used with other bootstrap methods to assess its performance in estimation and prediction inference. Comparisons of PP-B with other bootstrap methods are made in terms of the coverage probabilities of confidence and prediction intervals. Simulation results indicate that PP-B excels in predictive inference due to its explicitly predictive nature.
Keywords:
Bootstrap
confidence intervals
prediction intervals
prediction regions
nonparametric predictive inference bootstrap

Journal

C
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
IF:
0.8
Papers:
211
Citations:
0

Organization

No organization information available