Bootstrap Inference in the Presence of Bias

DOI10.1080/01621459.2023.2284980MaRDI QIDQ6651396zbMATH OpenFDO

Authors Giuseppe Cavaliere, Sílvia Gonçalves, Morten Ørregaard Nielsen

Publication date 10 December 2024

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/01621459.2023.2284980

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• Ridge regularized estimation of VAR models for inference
• Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data
• Smoothing bias and its treatment in nonparametric kernel estimation

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