A note on methods of restoring consistency to the bootstrap

DOI10.1093/BIOMET/90.4.985MaRDI QIDQ2813912zbMATH OpenOpenAlexFDO

Authors Richard Samworth

Publication date 27 June 2016

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/90.4.985

zbMATH Keywords

\(m\) out of \(n\)bootstrapbootstrap inconsistencyHodges estimatorStein estimatorsuper-efficiency

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(23)

• Editorial: Memorial issue for Charles Stein
• Bootstrapping Lasso-type estimators in regression models
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• Sieve-based inference for infinite-variance linear processes
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• Hybrid and Size-Corrected Subsampling Methods
• On statistics, computation and scalability
• Bootstrapping in non-regular smooth function models
• A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
• Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
• Bootstrap diagnostics and remedies
• Recent developments in bootstrap methodology
• Randomized maximum-contrast selection: subagging for large-scale regression
• Comments on: ``High-dimensional simultaneous inference with the bootstrap
• Bootstrap inference for a class of non-regular estimators
• Quantile varying-coefficient structural equation model
• A fast bootstrap algorithm for causal inference with large data
• Efficient B-spline imputation methods in functional structural equation model with missing data
• Tests of missing completely at random based on sample covariance matrices
• Multiple imputation in quantile varying-coefficient SEM with its application in new-quality productivity
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding

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