Can we trust the bootstrap in high-dimension? (Q4558141): Difference between revisions

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+Can we trust the bootstrap in high-dimension?
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+Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
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+Bootstrap tests and confidence regions for functions of a covariance matrix
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+Some asymptotic theory for the bootstrap
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+Asymptotic properties of the residual bootstrap for Lasso estimators
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+Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
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+Bootstrapping Lasso Estimators
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+Estimation of Integrated Squared Density Derivatives from a Contaminated Sample
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+Practical bandwidth selection in deconvolution kernel density estimation
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+Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes
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+High-dimensional simultaneous inference with the bootstrap
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+Asymptotics of graphical projection pursuit
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+High dimensional robust M-estimation: asymptotic variance via approximate message passing
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+On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
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+Bootstrap methods: another look at the jackknife
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+Q3959963
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+The jackknife estimate of variance
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+Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond
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+High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
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+On the Realized Risk of High-Dimensional Markowitz Portfolios
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+On robust regression with high-dimensional predictors
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+On the optimal rates of convergence for nonparametric deconvolution problems
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+Graph Implementations for Nonsmooth Convex Programs
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+An identity for the Wishart distribution with applications
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+The bootstrap and Edgeworth expansion
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+Estimation of distributions, moments and quantiles in deconvolution problems
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+Geometric Representation of High Dimension, Low Sample Size Data
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+Q4273942
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+Q3998992
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Robust Statistics
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+On the distribution of the largest eigenvalue in principal components analysis
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+Perturbation theory for linear operators.
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+A Scalable Bootstrap for Massive Data
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+Q3413299
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+Comment on ``Local quantile regression''
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+Q2756809
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+Asymptotics with increasing dimension for robust regression with applications to the bootstrap
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+Bootstrap, wild bootstrap, and asymptotic normality
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Q3870155
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+The Use and Interpretation of Residuals Based on Robust Estimation
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+Q5479939
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+Proximité et dualité dans un espace hilbertien
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+On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
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+A resampling method based on pivotal estimating functions
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+Subsampling
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+Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
+Normal rank
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+Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
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+A central limit theorem applicable to robust regression estimators
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+Bootstrapping robust regression
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+Q4284032
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+Asymptotic Statistics
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+Statistical Analysis of Financial Data in S-Plus
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+The strong limits of random matrix spectra for sample matrices of independent elements
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+Q2873694
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Inference on multiple correlation coefficients with moderately high dimensional data
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