Algorithm 1: Generating $\mathrm{\Theta }$ parameter population through p-bootstrap.:
1. Identify a statistic $s\left(\mathbf{x}\right)$ that is well behaving for the parameter $\theta$ and its master Eq. (2);
2. repeat for a satisfactory number $n_{\mathrm{rep}}$ of iterations:
(a) draw a sample ŭ of size m from U;
(b) get $\breve{\theta }$ as a solution in $\theta$ of the master equation with seeds ŭ;
(c) add $\breve{\theta }$ to $\mathrm{\Theta }$ population.