Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859): Difference between revisions

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+Hybrid and Size-Corrected Subsampling Methods
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+Normal rank
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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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+Applications of subsampling, hybrid, and size-correction methods
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+Estimated sampling distributions: The bootstrap and competitors
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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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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+Testing Statistical Hypotheses
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+Uniform Inference in Autoregressive Models
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+Normal rank
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+Large sample confidence regions based on subsamples under minimal assumptions
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+Subsampling
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+Inference for identifiable parameters in partially identified econometric models
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+A note on methods of restoring consistency to the bootstrap
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+Bootstrap Sample Size in Nonregular Cases
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+Bootstrap Model Selection
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+Heteroscedasticity-robustness of jackknife variance estimators in linear models
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+Replicate Histograms
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+On the asymptotic properties of the jackknife histogram
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