Improved regression inference using a second overlapping regression model

DOI10.5705/SS.202022.0371MaRDI QIDQ7002292zbMATH OpenFDO

Authors Liang Peng, John H. J. Einmahl

Publication date 3 April 2025

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/SS.202022.0371

zbMATH Keywords

cross-sectional dependenceheteroscedasticityrandom weight bootstrapregression modelvariance reduction

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A simple resampling method by perturbing the minimand
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Bootstrap and wild bootstrap for high dimensional linear models
• Bootstrapping the portmanteau tests in weak auto-regressive moving average models
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• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• Improved estimation of the extreme value index using related variables
• LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
• Nonparametric transfer function models
• Semi-supervised inference: general theory and estimation of means

Cited in

(1)

• Variance-reduced risk inference in semi-supervised settings

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