Bootstrap for nonstandard cases

DOI10.1016/0378-3758(94)00019-RzbMath0811.62049OpenAlexW2034439934MaRDI QIDQ1345563

Gutti Jogesh Babu

Publication date: 4 May 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00019-r

zbMATH Keywords

bootstrap approximationBartlett correctionlinear combinations\(F\)-statisticsStudent's tscale invariant statisticschi-squaresEdgeworth expansions of multivariate meanserrors-in-variables regression coefficientsL1-estimatormean absolute derivations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Bootstrapping time series models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Edgeworth expansions for statistics which are functions of lattice and non-lattice variables
• Inference on means using the bootstrap
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Edgeworth correction by bootstrap in autoregressions
• Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
• On Edgeworth expansions in the mixture cases
• On the asymptotic accuracy of Efron's bootstrap
• Edgeworth expansions for errors-in-variables models
• Expansions for statistics involving the mean absolute deviations
• Bootstrap confidence intervals
• A note on G. R. Dolby's unreplicated ultrastructural model
• Confidence Intervals Based on the Mean Absolute Deviation of a Normal Sample

This page was built for publication: Bootstrap for nonstandard cases