Diagnosing bootstrap success
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- Recent developments in bootstrap methodology
- scientific article; zbMATH DE number 2154441
- Three methods to apply the bootstrap correctly to hypothesis testing
- When does bootstrap work! Asymptotic results and simulations
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling.
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
Cited in
(36)- Recent developments in bootstrap methodology
- The impact of the bootstrap on statistical algorithms and theory
- The power of bootstrap and asymptotic tests
- Bootstrap procedures in a spatial-temporal model
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- The bootstrap in threshold regression
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
- A note on bootstrap confidence intervals for proportions
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
- Sufficient m-out-of-n (m/n) bootstrap
- Bootstrapping the change-point of a hazard rate
- Bootstrap diagnostics and remedies
- Bootstrap test procedure for variance components in nonlinear mixed effects models in the presence of nuisance parameters and a singular Fisher information matrix
- On a modified bootstrap for certain asymptotically nonnormal statistics
- Bootstrapping in non-regular smooth function models
- One step to efficient synthetic data
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
- Bootstrapping Lasso-type estimators in regression models
- Diagnostics for the bootstrap and fast double bootstrap
- Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
- Bootstrap confidence intervals in mixtures of discrete distributions
- The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
- Resampling Student's \(t\)-type statistics
- Score-based bootstrap test for serial dependence in count time series
- Likelihood estimation and inference in threshold regression
- Bootstrap inference for a class of non-regular estimators
- Bootstrapping and permuting paired \(t\)-test type statistics
- Sharp bounds on the distribution of treatment effects and their statistical inference
- Posterior distribution of nondifferentiable functions
- Simulation-Based, Finite-Sample Inference for Privatized Data
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- 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'
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