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

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(11 intermediate revisions by 3 users not shown)
label / enlabel / en
 
Can we trust the bootstrap in high-dimension?
Property / cites work
 
Property / cites work: Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap tests and confidence regions for functions of a covariance matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3311508 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4352611 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some asymptotic theory for the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of the residual bootstrap for Lasso estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Lasso Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3836533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4370586 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Integrated Squared Density Derivatives from a Contaminated Sample / rank
 
Normal rank
Property / cites work
 
Property / cites work: Practical bandwidth selection in deconvolution kernel density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Kernel Methods with Errors-in-Variables: Constructing Estimators, Computing them, and Avoiding Common Mistakes / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional simultaneous inference with the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of graphical projection pursuit / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional robust M-estimation: asymptotic variance via approximate message passing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap methods: another look at the jackknife / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife estimate of variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4318617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Realized Risk of High-Dimensional Markowitz Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: On robust regression with high-dimensional predictors / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the optimal rates of convergence for nonparametric deconvolution problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Graph Implementations for Nonsmooth Convex Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: An identity for the Wishart distribution with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The bootstrap and Edgeworth expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of distributions, moments and quantiles in deconvolution problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Geometric Representation of High Dimension, Low Sample Size Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4273942 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998992 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust regression: Asymptotics, conjectures and Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the largest eigenvalue in principal components analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbation theory for linear operators. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Scalable Bootstrap for Massive Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3413299 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comment on ``Local quantile regression'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics with increasing dimension for robust regression with applications to the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap, wild bootstrap, and asymptotic normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap and wild bootstrap for high dimensional linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3870155 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Use and Interpretation of Residuals Based on Robust Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5479939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Proximité et dualité dans un espace hilbertien / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A resampling method based on pivotal estimating functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A central limit theorem applicable to robust regression estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping robust regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4284032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Analysis of Financial Data in S-Plus / rank
 
Normal rank
Property / cites work
 
Property / cites work: The strong limits of random matrix spectra for sample matrices of independent elements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2873694 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jackknife, bootstrap and other resampling methods in regression analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference on multiple correlation coefficients with moderately high dimensional data / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: GitHub / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: CVX / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: bootstrap / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Vowpal Wabbit / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: quantreg / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: MASS (R) / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Mosek / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv classification
 
stat.ME
Property / arXiv classification: stat.ME / rank
 
Normal rank
Property / arXiv classification
 
math.ST
Property / arXiv classification: math.ST / rank
 
Normal rank
Property / arXiv classification
 
stat.ML
Property / arXiv classification: stat.ML / rank
 
Normal rank
Property / arXiv classification
 
stat.TH
Property / arXiv classification: stat.TH / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1608.00696 / rank
 
Normal rank

Latest revision as of 10:25, 17 July 2024

scientific article; zbMATH DE number 6982296
Language Label Description Also known as
English
Can we trust the bootstrap in high-dimension?
scientific article; zbMATH DE number 6982296

    Statements

    0 references
    0 references
    21 November 2018
    0 references
    bootstrap
    0 references
    high-dimensional inference
    0 references
    random matrices
    0 references
    resampling
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stat.ME
    0 references
    math.ST
    0 references
    stat.ML
    0 references
    stat.TH
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references