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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:
221
Citations:
0

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No organization information available
Cited Papers

Cited Papers

Some results on bootstrap prediction intervals
err2008-12-18
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errMajid Mojirsheibani; Robert Tibshirani
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Parametric Predictive Bootstrap Method for the Reproducibility of Hypothesis Tests
err2025-06-01
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PREAI
errAldawsari,Abdulrahman M. A.; Coolen-Maturi,Tahani; Coolen,Frank P. A.
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An Introduction to the Bootstrap
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IF0
err1994-05-15
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PREAI
errBradley Efron; R.J. Tibshirani
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Nonparametric Predictive Inference for Binary Diagnostic Tests
err2012-12-01
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PREAI
errCoolen-Maturi,Tahani; Coolen-Schrijner,Pauline; Coolen,Frank P. A.
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