Bootstrapping regression models

DOI10.1214/AOS/1176345638MaRDI QIDQ1147467zbMATH OpenOpenAlexFDO

Authors David Freedman

Publication date 1981

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345638

zbMATH Keywords

bootstrap approximationcorrelationdistribution of least squares estimateserror boundsMallows metricregressionWasserstein metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cited in

(only showing first 100 items - show all)

• Bootstrapping estimation for estimating relative potency in combinations of bioassays
• On resampling techniques for regression models
• Consistent nonparametric multiple regression: the fixed design case
• Estimating the variability of the Stein estimator by bootstrap
• Residuals density estimation in nonparametric regression
• A new universal resample-stable bootstrap-based stopping criterion for PLS component construction
• Some bootstrap methods in nonlinear mixed-effect models
• Another look at the jackknife: Further examples of generalized bootstrap
• Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
• Some finite sample theory for bootstrap regression estimates
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
• Subsampling for heteroskedastic time series
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• A resampling method for regression models with serially correlated errors
• On bootstrapping regressions with unit root processes
• Bootstrap order determination for ARMA models: a comparison between different model selection criteria
• High-dimensional simultaneous inference with the bootstrap
• Bootstrapping for multivariate linear regression models
• Bootstrap bias corrections for ensemble methods
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
• Estimating the \(p\)-values of robust tests for the linear model
• Analyzing bagging
• Bootstrap of minimum distance estimators in regression with correlated disturbances
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
• Bootstrapping generalized linear models
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
• A robust bootstrap test under heteroskedasticity
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
• A better way to bootstrap pairs.
• Nonparametric inference via bootstrapping the debiased estimator
• On bootstrap consistency of MAVE for single index models
• Confidence graphs for graphical model selection
• Bootstrapping multiple linear regression after variable selection
• Sample selection models with monotone control functions
• Recycled two-stage estimation in nonlinear mixed effects regression models
• Comparison of nonlinear curves and surfaces
• Models as approximations. I. Consequences illustrated with linear regression
• Portfolio construction using bootstrapping neural networks: evidence from global stock market
• Clustering nonlinear time series with neural network bootstrap forecast distributions
• A minimum distance lack-of-fit test in a Markovian multiplicative error model
• Power and stability properties of resampling-based multiple testing procedures with applications to gene oncology studies
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap
• Bootstrapping Lasso-type estimators in regression models
• On the bootstrap for Moran's \(I\) test for spatial dependence
• Composite change point estimation for bent line quantile regression
• On regression adjustments to experimental data
• On multivariate smoothed bootstrap consistency
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• Bootstrapping MM-estimators for linear regression with fixed designs
• Bootstrapping regression models with locally stationary disturbances
• Estimating the variance of a combined forecast: bootstrap-based approach
• Bootstrap confidence intervals in nonparametric regression without an additive model
• Inferential studies for a flexible linear regression model for interval-valued variables
• The wild bootstrap for multilevel models
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
• Guaranteed conditional performance of control charts via bootstrap methods
• On mixture periodic vector autoregressive models
• Inferential methods for elasticity estimates
• Some asymptotic behaviour of the bootstrap estimates on a finite sample
• Methods of Statistical Inference for Median Regression Models with Doubly Censored Data
• Asymptotic properties of the residual bootstrap for lasso estimators
• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
• Bootstrap confidence intervals in functional nonparametric regression under dependence
• Thresholding least-squares inference in high-dimensional regression models
• Testing competing models for non-negative data with many zeros
• Some conditions on the design of a regression model
• Estimating private information usage amongst analysts: evidence from UK earnings forecasts
• Deletion residuals in the detection of heterogeneity of variances in linear regression
• Bootstrap calibration in functional linear regression models with applications
• Jackknifing and bootstrapping quasi–likelihood estimators
• The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
• Bootstrapping logistic regression models with random regressors
• Bootstrap of the linear correlation model
• Selection of Predictors in Distance-Based Regression
• Testing upper and lower outlier paris in gamma samples
• Bootstrapping in least absolute value regression: an application to hypothesis testing
• A simulation study of bias in estimation of variance by bootstrap linear regression model
• -Chart with runs and variable sampling intervals
• ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
• Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
• OLS for 1D regression models
• A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• Bootstrapping robust regression
• A note on the bootstrap procedure for testing linear hypotheses
• A distribution free method of detecting outliers in regression
• Bootstrap variance and bias estimation in linear models
• Semiparametric estimation of warranty costs
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• Bootstrap order selection for autoregressive models
• Resampling a nonlinear regression model in the frequency domain
• Bootstrapping estimators for the seemingly unrelated regressions model
• Jackknifing the bootstrap: some monte carlo evidence
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
• A bootstrap procedure in linear regression with nonstationary errors
• Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression
• A bootstrap method for structure detection of NARMAX models

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