Bootstrapping in non-regular smooth function models

DOI10.1016/J.JMVA.2012.04.016MaRDI QIDQ444959zbMATH OpenOpenAlexFDO

Authors M. Giurcanu

Publication date 24 August 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.04.016

zbMATH Keywords

confidence intervals\(m\)-out-of-\(n\) bootstrapnon-regular estimatorsoracle bootstrapsmooth function modelstandard bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
• A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
• Bootstrap Sample Size in Nonregular Cases
• Inconsistency of bootstrap: the Grenander estimator
• Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model

Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3965196 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A note on methods of restoring consistency to the bootstrap
• Asymptotic Statistics
• Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
• Bootstrap Sample Size in Nonregular Cases
• Bootstrap methods: another look at the jackknife
• Diagnosing bootstrap success
• Empirical likelihood ratio confidence regions
• Intentionally Biased Bootstrap Methods
• Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
• On bootstrap resampling and iteration
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• On the validity of the formal Edgeworth expansion
• Prepivoting to reduce level error of confidence sets
• Resampling: consistency of substitution estimators
• Some asymptotic theory for the bootstrap
• The Adaptive Lasso and Its Oracle Properties
• The bootstrap and Edgeworth expansion
• Theoretical comparison of bootstrap confidence intervals

Cited in

(14)

• Bootstrap of kernel smoothing in nonlinear time series
• A bootstrap version of the residual-based smooth empirical distribution function
• On the bootstrap in cube root asymptotics
• Inference on functionals under first order degeneracy
• Bootstrap Sample Size in Nonregular Cases
• Oracle M-estimation for time series models
• A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
• Bootstrapping Lasso-type estimators in regression models
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• The nonparametric bootstrap for the current status model
• scientific article; zbMATH DE number 739168 (Why is no real title available?)
• Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
• Bootstrap inference for a class of non-regular estimators
• Bootstrap confidence regions based on M-estimators under nonstandard conditions

Describes a project that uses

Uses Software

• boot
• emplik
• R

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