moonboot - m-Out-of-n Bootstrap Functions
Functions and examples based on the m-out-of-n bootstrap suggested by Politis, D.N. and Romano, J.P. (1994) <doi:10.1214/aos/1176325770>. Additionally there are functions to estimate the scaling factor tau and the subsampling size m. For a detailed description and a full list of references, see Dalitz, C. and Lögler, F. (2024) <doi:10.48550/arXiv.2412.05032>.
Last updated 6 days ago
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