Pages that link to "Item:Q2366738"

The following pages link to Bootstrap and wild bootstrap for high dimensional linear models (Q2366738):

Displayed 50 items.

• The wild bootstrap, tamed at last (Q90678) ‎ (← links)
• A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) ‎ (← links)
• How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) ‎ (← links)
• Specification tests for the propensity score (Q143736) ‎ (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) ‎ (← links)
• Bootstrap inference in systems of single equation error correction models (Q265021) ‎ (← links)
• Generalized spectral tests for the martingale difference hypothesis (Q278047) ‎ (← links)
• A statistical method for geometry inspection from point clouds (Q279598) ‎ (← links)
• Testing for a change in persistence in the presence of non-stationary volatility (Q299259) ‎ (← links)
• Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) ‎ (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) ‎ (← links)
• Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) ‎ (← links)
• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) ‎ (← links)
• Berry-Esseen bounds for estimating undirected graphs (Q405339) ‎ (← links)
• Critical dimension in profile semiparametric estimation (Q489169) ‎ (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) ‎ (← links)
• Resurrecting weighted least squares (Q506038) ‎ (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) ‎ (← links)
• Higher order properties of the wild bootstrap under misspecification (Q528076) ‎ (← links)
• Bootstrapping realized multivariate volatility measures (Q528117) ‎ (← links)
• Bootstrapping data arrays of arbitrary order (Q714344) ‎ (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) ‎ (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) ‎ (← links)
• Variable selection in high-dimensional sparse multiresponse linear regression models (Q779699) ‎ (← links)
• Bootstrap confidence sets under model misspecification (Q892253) ‎ (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) ‎ (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) ‎ (← links)
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) ‎ (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) ‎ (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) ‎ (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) ‎ (← links)
• Regional residual plots for assessing the fit of linear regression models (Q959287) ‎ (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) ‎ (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) ‎ (← links)
• A new approach to bootstrap inference in functional coefficient models (Q961409) ‎ (← links)
• Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) ‎ (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) ‎ (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) ‎ (← links)
• Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model (Q1019898) ‎ (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) ‎ (← links)
• Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators (Q1036801) ‎ (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) ‎ (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) ‎ (← links)
• An alternative bootstrap to moving blocks for time series regression models (Q1414629) ‎ (← links)
• Checking the adequacy for a distortion errors-in-variables parametric regression model (Q1623769) ‎ (← links)
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) ‎ (← links)
• Forecast dominance testing via sign randomization (Q1627567) ‎ (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) ‎ (← links)
• Nonparametric estimation in case of endogenous selection (Q1652959) ‎ (← links)
• A wild bootstrap approach for nonparametric repeated measurements (Q1658127) ‎ (← links)