The International Prize in Statistics has been awarded to Bradley Efron, professor of statistics and biomedical data science at Stanford University, in recognition of the "bootstrap," a method he ...

To present a resampling approach to obtain confidence intervals (CIs) and the empirical distributions for the studentized regression residuals percentiles when used as cutoff points for overweight and ...

In this paper we consider bootstrap of a smooth functional T. We give a simple proof for the higher order accuracy of the bootstrap estimate. In particular, we show that the expectation of a smooth ...

In this paper, the authors refer to the axiomatic theory of risk and investigate the problem of formal verification of the expected shortfall (ES) model based on a sample ES. Recognizing the ...