On the uniform asymptotic validity of subsampling and the bootstrap (Q741807): Difference between revisions

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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
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+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
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+Q4097679
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+Some asymptotic theory for the bootstrap
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+Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
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+EL inference for partially identified models: large deviations optimality and bootstrap validity
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
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+Uniform Inference in Autoregressive Models
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+Subsampling
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+Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
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+Confidence sets based on sparse estimators are necessarily large
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+Do Bootstrap Confidence Procedures Behave Well Uniformly in P?
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+Inference for identifiable parameters in partially identified econometric models
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+Inference for the Identified Set in Partially Identified Econometric Models
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+On the uniform asymptotic validity of subsampling and the bootstrap
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