Functional Data and Permutation Bootstrap Predictions
Conference
65th ISI World Statistics Congress 2025
Format: IPS Abstract - WSC 2025
Keywords: bootstrap, functional data analysis, regularization
Session: IPS 1040 - Resampling Methods and Structural Disorders
Tuesday 7 October 10:50 a.m. - 12:30 p.m. (Europe/Amsterdam)
Abstract
For various functional data fitting prescriptions - be it regularized periodograms or prediction of triangular schemes in the actuarial context - one form of figuring out the inherent variability of the
result, with an objective of tuning or of including to various compound prediction schemes, can be various flavours of bootstrap, the prominent one being permutation bootstrap. We review several schemes when such an approach appears fruitful.