Resampling methods

Resampling is any of a variety of methods for doing one of the following:

• Estimating the precision of sample statistics (medians, variances, percentiles) by using subsets of available data (jackknifing) or drawing randomly with replacement from a set of data points (bootstrapping).
• Exchanging labels on data points when performing significance tests (permutation tests, also called exact tests, randomization tests, or re-randomization tests)
• Validating models by using random subsets (bootstrapping, cross validation)

Common resampling techniques include:

• bootstrapping
• jackknifing
• permutation tests
• cross-validation

See also

Statistical testing, Sampling

Papers

• Hesterberg, T., Moore, D. S., Monaghan, S., Clipson, A., & Epstein, R. (2005). Bootstrap methods and permutation tests. Introduction to the Practice of Statistics, 5, 1-70.
• Efron, B., & Gong, G. (1983). A leisurely look at the bootstrap, the jackknife, and cross-validation. The American Statistician, 37(1), 36-48.
• Meyer, J. S., Ingersoll, C. G., McDonald, L. L., & Boyce, M. S. (1986). Estimating uncertainty in population growth rates: jackknife vs. bootstrap techniques. Ecology, 67(5), 1156-1166.
• Kish, L. and Frankel M.R. (1974). Inference from complex samples. Journal of the Royal Statistical Society B. Vol. 36, 1, pp. 1–37.
• Krewski, D.; Rao, J.N.K. (1981). Inference from stratified samples: properties of the linearization, jackknife and balanced repeated replication methods. The Annals of Statistics 9 (5): 1010-1019.
• Cramer, R. D., Bunce, J. D., Patterson, D. E., & Frank, I. E. (1988). Crossvalidation, bootstrapping, and partial least squares compared with multiple regression in conventional QSAR studies. Quantitative Structure‐Activity Relationships, 7(1), 18-25.

Books

• Good, P. (2006) Resampling Methods. 3rd Ed. Birkhauser.
• Wolter, K.M. (2007). Introduction to Variance Estimation. 2nd Edition. Springer, Inc.