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No halfway decent statistician has ever advised that one bootstrap a time series. Naive bootstrap obviously does not apply to that data. And the bootstrap is n
by clircle 6y ago
No halfway decent statistician has ever advised that one bootstrap a time series. Naive bootstrap obviously does not apply to that data.
And the bootstrap is not for taking a small amount of data and making it a large amount, it’s an empirical estimate of a sampling distribution.
- worik 6y agoWhat was Herbert White then?
- huitzitziltzin 6y agoArguably there is no such person. You mean *Halbert* White. https://en.m.wikipedia.org/wiki/Halbert_White https://en.m.wikipedia.org/wiki/Halbert_White
- worik 6y agoYes. My point stands.