Diagnosing bootstrap success

DOI10.1023/A:1003114420352MaRDI QIDQ1370526zbMATH OpenFDO

Authors Rudolf Beran

Publication date 11 January 2000

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

bootstraplocal asymptotic normalitygraphic diagnosis convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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Cited in

(32)

• Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
• Sufficient m-out-of-n (m/n) bootstrap
• Bootstrapping the change-point of a hazard rate
• The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
• Multivariate goodness-of-fit tests based on Wasserstein distance
• Properties of preliminary test estimators and shrinkage estimators for evaluating multiple exposures -- application to questionnaire data from the `Study of nevi in children'
• Bootstrap procedures in a spatial-temporal model
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
• A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
• A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
• Sharp bounds on the distribution of treatment effects and their statistical inference
• Recent developments in bootstrap methodology
• Bootstrapping in non-regular smooth function models
• Diagnostics for the bootstrap and fast double bootstrap
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• The impact of the bootstrap on statistical algorithms and theory
• Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
• Bootstrapping Lasso-type estimators in regression models
• Bootstrapping and permuting paired \(t\)-test type statistics
• Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
• Posterior distribution of nondifferentiable functions
• Bootstrap confidence intervals in mixtures of discrete distributions
• On a modified bootstrap for certain asymptotically nonnormal statistics
• The power of bootstrap and asymptotic tests
• Bootstrap diagnostics and remedies
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• Resampling Student's \(t\)-type statistics
• The bootstrap in threshold regression
• Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
• A note on bootstrap confidence intervals for proportions
• Bootstrap inference for a class of non-regular estimators
• Likelihood estimation and inference in threshold regression

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