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

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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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+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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+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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+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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+Robust Statistics
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+Perturbation theory for linear operators.
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+A Scalable Bootstrap for Massive Data
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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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+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
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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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+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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+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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