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The jackknife-after-bootstrap method, as described in Efron and Tibshirani's book, is a clever way to compute an uncertainty for a bootstrap estimate, without computing additional replicas. It needs a bit of additional book-keeping, so it does not come for free, but it is a vast improvement over doing a full jackknife after the bootstrap.
We could add this an keyword option in resample.bootstrap.bootstrap
, or have a separate resample.bootstrap.jackknife_after_bootstrap
function. I am leaning slightly towards the latter.
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