Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

DOI10.1111/J.1368-423X.2008.00265.XzbMath1182.62092MaRDI QIDQ3406058

Donald W. K. Andrews, Sukjin Han

Publication date: 12 February 2010

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

tablesbootstrapcoverage probabilitysubsamplingpartial identification\(m\) out of \(n\) bootstrapmoment inequality model

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (2)

A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators ⋮ Partially identifying competing risks models: an application to the war on cancer

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the asymptotic properties of the jackknife histogram
• Inference for identifiable parameters in partially identified econometric models
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Bootstrap of the mean in the infinite variance case
• Some asymptotic theory for the bootstrap
• Estimated sampling distributions: The bootstrap and competitors
• Bootstrap methods: another look at the jackknife
• Invalidity of bootstrap for critical branching processes with immigration
• Resampling: consistency of substitution estimators
• Diagnosing bootstrap success
• A general theory for jackknife variance estimation
• Bootstrapping the mode
• Large sample confidence regions based on subsamples under minimal assumptions
• On a modified bootstrap for certain asymptotically nonnormal statistics
• Bootstrapping unstable first-order autoregressive processes
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• A note on methods of restoring consistency to the bootstrap
• Bootstrap Model Selection
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
• Hybrid and Size-Corrected Subsampling Methods
• Bootstrap Sample Size in Nonregular Cases
• Estimation When a Parameter is on a Boundary
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Inference for the Identified Set in Partially Identified Econometric Models
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Uniform Inference in Autoregressive Models
• Testing Statistical Hypotheses
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Confidence Intervals for Partially Identified Parameters
• The bootstrap and Edgeworth expansion

This page was built for publication: Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities