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Support for obtaining p-values for significance tests from bootstrap classes #800
Bootstrap classes (IIDBootstrap, StationaryBootstrap etc) support the conf_int method which allows to build confidence intervals. This can also be used (subject no doubt to some technical caveats/trade-offs depending on the type of CI used) to perform significance testing by checking whether the null value falls into the interval or not. But this requires the significance level alpha to be fixed. It would be nice if there was also a method to obtain a p-value. This would require inverting the confidence interval calculation, but looks doable.
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