HeyJaredEran Raviv
Modern statistics and econometrics with applications to financial markets
- Indexed episodes, last 90 days
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- Aug 13, 2026
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Motivation for the Smoothed Bootstrap (opens the original)
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This post discusses the need for smoothed version of the statistical bootstrap. I start with a negative result of the standard bootstrap, and introduce smoothing as a practical, and necessary improvement. Suppose you have 100 unique values and you draw a new sample of 100 observations with replacement. How many unique values would you expect...
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