Regarding the plug-in principle of bootstrap summarized below (14.63), what are X, F,R(X, F) for bootstrapping under
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Regarding the plug-in principle of bootstrap summarized below (14.63), what are X, F,R(X, F) for bootstrapping under the dynamic model (14.60)?
What are X
∗, ˆ F, and R(X
∗
, ˆ F) in this case?
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