Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859)
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English | Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators |
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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (English)
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18 July 2016
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asymptotic size
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confidence set
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finite-sample size
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\(m\) out of \(n\) bootstrap
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model selection
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shrinkage estimator
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subsample
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subsampling
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