The role of abstaining from prediction by component classifiers in rule ensembles is discussed. We consider bagging and Ivotes approaches to construct such ensembles. In our proposal, component classifiers are based on unordered sets of rules with a classification strategy that solves ambiguous matching of the object’s description to the rules. We propose to induce rule sets by a sequential cov...

A class of approximately unbiased tests based on bootstrap probabilities is considered for the normal model with unknown expectation parameter vector, where the null hypothesis is represented as an arbitrary-shaped region with possibly singular boundary surfaces. We alter the sample size n of replicated datasets from the sample size n of the observed dataset, and calculate bootstrap probabiliti...

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where p < n but p/n is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist performance requirement: can the bootstrap give us good confidence intervals for a single coordinate of ? (where is the true regression vector). We show throu...

Consider M-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found wide applications in semiparametric M-estimation and, because of its simplicity, provides an attractive alternative to the inference approach based on the asympt...

At Statistics Canada, variance estimation for complex surveys is mainly carried out using replication methods. The two replication methods which have been used in the last decade are the delete-one Primary Sampling Unit (PSU) jackknife and, more recently, the bootstrap. As Valliant (2007) rightly points out there are several variants of the bootstrap introduced by Efron (1979) in the i.i.d. cas...

A hybrid neural network is used to predict the difference between the conventional option-pricing model and observed intraday option prices for stock index option futures. Confidence intervals derived with bootstrap methods are used in a trading strategy that only allows trades outside the estimated range of spurious model fits to be executed. Whilst hybrid neural network option pricing models ...

Matching estimators are widely used for the evaluation of programs or treatments. Often researchers use bootstrapping methods for inference. However, no formal justification for the use of the bootstrap has been provided. Here we show that the bootstrap is in general not valid, even in the simple case with a single continuous covariate when the estimator is root-N consistent and asymptotically ...

The authors propose a bootstrap procedure which estimates the distribution of an estimating function by resampling its terms using bootstrap techniques. Studentized versions of this so-called estimating function (EF) bootstrap yield methods which are invariant under reparametrizations. This approach often has substantial advantage, both in computation and accuracy, over more traditional bootstr...

The bootstrap variance estimate is widely used in semiparametric inferences. However, its theoretical validity is a well known open problem. In this note, we provide a first theoretical study on the bootstrap moment estimates in semiparametric models. Specifically, we establish the bootstrap moment consistency of the Euclidean parameter which immediately implies the consistency of t-type bootst...

background & aim: in many medical studies, one data set is used to construct the model, and to test its performance. this approach is prone to over optimization, and leads to statistics with low chance of external validity. data splitting can be used to create training and test sets but the cost is reduction in power. the aim of this study was to demonstrate the ability of bootstrap aggregating...