Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1150837 | Statistical Methodology | 2014 | 10 Pages |
Abstract
We review a few unusual aspects of Bootstrap and some of the recent theoretical as well as methodological advances. We discuss the handling of non-linearity by Bootstrap through a numerical example in Section 2. Application to the estimation of high-dimensional inverse covariance matrix is presented in Section 3 with emphasis on the Augmented Bootstrap and a Bayesian version of it. Another high dimensional example, namely, Random Forest and its offshoot random survival forest (Ishwaran et al. (2008) [32]) are discussed in Section 4. Bootstrap for massive data, introduced by Kleiner et al. (2011) [35], is discussed in Section 4. In Section 5, we discuss some aspects of Bootstrap in the context of hypothesis testing in high-dimension.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jyotishka Datta, Jayanta K. Ghosh,