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Notes: 

(i) Panel Standard refers to standard nonparametric bootstrap, Panel m-out-of-n refers to m -out-of- n nonpara- metric bootstrap with subsample m , Panel Plug-in: ˜ V ID n refers to our proposed bootstrap-based implemented using the example-specific plug-in drift estimator, and Panel Num Deriv: ˜ V ND n refers to our proposed bootstrap-based implemented using the generic numerical derivative drift estimator. 

(ii) Column “ h , ϵ ” reports tuning parameter value used or average across simulations when estimated, and Columns “Coverage” and “Length” report empirical coverage and average length of bootstrap-based 95% percentile confidence intervals, respectively. 

(iii) h$_{MSE}$ and ϵ$_{MSE}$ correspond to the simulation MSE-optimal choices, h$_{AMSE}$ and ϵ$_{AMSE}$ correspond to the AMSE-optimal choices, and ˆ h$_{AMSE}$ and ˆ ϵ$_{AMSE}$ correspond to the ROT feasible implementation of ˆ h$_{AMSE}$ and ˆ ϵ$_{AMSE}$ described in the sup- plemental appendix. 

