Generalised bootstrap in non-regular M-estimation problems

DOI10.1016/S0167-7152(01)00161-4MaRDI QIDQ1612938zbMATH OpenOpenAlexFDO

Authors Arup Bose, Snigdhansu Chatterjee

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00161-4

zbMATH Keywords

jackknifeconvex functionasymptotic distributionsbootstrap propertiesnonregular M estimates

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• scientific article; zbMATH DE number 854966 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• A zero-one law approach to the central limit theorem for the weighted bootstrap mean
• Asymptotics for \(M\)-estimators defined by convex minimization
• Bahadur representation of \(M_m\) estimates
• Bootstrap methods: another look at the jackknife
• Bootstrapping sample quantiles in non-regular cases
• Concavity and estimation
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Convex analysis and measurable multifunctions
• Exchangeably weighted bootstraps of the general empirical process
• Limiting distributions for \(L_1\) regression estimators under general conditions
• On the asymptotic properties of the jackknife histogram
• On the bootstrap of the sample mean in the infinite variance case
• Some results on the influence of extremes on the bootstrap

Cited in

(17)

• Robust semiparametric M-estimation and the weighted bootstrap
• Generalized bootstrap for estimators of minimizers of convex functions
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Bootstrap confidence regions based on M-estimators under nonstandard conditions
• Bootstrapping a change-point Cox model for survival data
• Change-point in stochastic design regression and the bootstrap
• Generalized bootstrap for estimating equations
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
• Some results on the convergence of conditional distributions
• Multiplier \(U\)-processes: sharp bounds and applications
• LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
• Using i.i.d. bootstrap inference for general non-i.i.d. models
• Nonparametric tests for multi-parameter \(M\)-estimators
• The bootstrap in threshold regression
• General \(M\)-estimation and its bootstrap
• \(L_{1}\) regression estimate and its bootstrap

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