modified reg analysis
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@@ -1605,53 +1605,16 @@ o It is relatively simple to apply the bootstrap to complex data-collection plan
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\textcite{efron_jackknife_1987}
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explains that resampling methods
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'scramble' the observations which describe the parameter
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$\vec{\theta}$ in some way. The purpose of scrambling the data is to
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obtain useful estimates of the probability distribution of the
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estimator $\widehat{\vec{\theta}}$. This is often done if deriving the
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distribution of $\widehat{\vec{\theta}}$ by analytical means is
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impossible or inconvenient. The significance of this is reflected in
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that Efron's original paper has more than 16 000 citations by early
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spring 2018. Although these citations have come from all the sciences,
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a lot of work has been done by statisticians and mathematicians. On
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'Web of Science', a search for the topic \textit{bootstrap} returns
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nearly 6 500 papers in journals on statistics and probability theory
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alone. A similar search on 'Scopus' returns more than 7 000 papers in
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the field of mathematics. In addition, there has been a renaissance in
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the study of resampling methods in the 21st century, with more than 6
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000 papers in just 18 years in mathematics. Part of the reason is
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that, even though the ideas which will be presented here seem innocent
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and simple, the required mathematics is deep. In fact, there exists
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conjectures too deep for present mathematics
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\parencite{efron_jackknife_1987}. This will become apparent to us
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because often we will only give intuitive explanations for why the
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methods are valid. We could have done substantially more with measure
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theory in place, but this is not economical in light of the present
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results. However, using our introduction to real analysis, it is
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possible to state and understand a few results in some detail. See for
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example theorem \ref{thm:independent_strap_frechet}.\\ \\ Two famous
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resampling methods are \textit{the independent bootstrap} and
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\textit{the jackknife}. It would make most sense to start by
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discussing the independent bootstrap, because the jackknife method
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follows by making a linearization of the parameters of interest
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\parencite{efron_jackknife_1987,efron_bootstrap_1979}. As such, the
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jackknife is a special case of the independent bootstrap
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\parencite{efron_jackknife_1987}. Still, the jackknife was made
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Two famous
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resampling methods are \textit{the independent bootstrap} and \textit{the jackknife}.
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The jackknife is a special case of the independent bootstrap. Still, the jackknife was made
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popular prior to the independent bootstrap. And as the popularity of
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the independent bootstrap soared, new variants, such as \textit{the
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dependent bootstrap}\footnote{We will only consider non-parametric
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bootstrap, but there exists a popular variant called parametric
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bootstrap, which assumes knowledge of the probability distribution
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of the observations} or stationary bootstrap were introduced, see
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for example \textcite{politis_stationary_1994} or
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\textcite{politis_automatic_2006}. There also exists textbooks on the
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subject. The mathematical complexity of the latter variants is also
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greater, and consequently it is pedagogical to introduce the methods
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in this order.\\ \\ The Jackknife and independent bootstrap work for
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independent, identically distributed random variables
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\parencite{efron_jackknife_1987}. If these conditions are not
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the independent bootstrap soared, new variants, such as _the dependent bootstrap_.
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The Jackknife and independent bootstrap work for
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independent, identically distributed random variables.
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If these conditions are not
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satisfied, the methods will fail. This is important for the results of
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the thesis, because here the variables are dependent, and we will need
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the dependent bootstrap. Yet, it should be said that if the data are
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