Generalised regression estimation via the bootstrap

DOI10.1111/ANZS.12282MaRDI QIDQ6167978zbMATH OpenOpenAlexFDO

Authors James G. Booth, Alan H. Welsh

Publication date 8 August 2023

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12282

zbMATH Keywords

Bahadur expansioncovariancedouble bootstrapGini coefficientquantile estimationsurvey data

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

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Cited in

(10)

• Some finite sample theory for bootstrap regression estimates
• Generalized bootstrap for estimating equations
• Bootstrap bias-adjusted GMM estimators
• Estimating high-dimensional regression models with bootstrap group penalties
• Bootstrapping Lasso-type estimators in regression models
• Bootstrap for generalized linear models
• scientific article; zbMATH DE number 1376315 (Why is no real title available?)
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
• An empirical study of PLAD regression using the bootstrap
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles

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