A bootstrap theorem for a preliminary test estimator

DOI10.1080/03610929208830898MaRDI QIDQ4202720zbMATH OpenOpenAlexFDO

Authors

Publication date 12 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929208830898

zbMATH Keywords

bootstrapbootstrap distributionempirical distributionsestimating population meanlimit distributionlocal alternativespooling estimatorspreliminary test estimatorrestricted estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

Recommendations

• An efficient preliminary test estimator for the variance of a normal population
• Preliminary test estimation in uniformly locally asymptotically normal models
• Comparisons among preliminary test estimators for error variance based on W, LR and LM tests
• Estimation of mean after a preliminary test of significance on correlation coefficient
• Preliminary-test estimation of the standard error of estimate in linear regression

Cites work

• Bootstrap methods: another look at the jackknife
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• Inference based on conditional speclfication
• Nonparametric estimation of location parameter after a preliminary test on regression
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

Cited in

(6)

• Improved biased estimation in an ANOVA model
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
• CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Strong and auxiliary forms of the semi-Lagrangian method for incompressible flows
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding

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