L₁ regression estimate and its bootstrap

DOI10.1007/S11425-009-0087-6zbMATH Open1176.62009OpenAlexW1978149294MaRDI QIDQ1042963FDOQ1042963

Authors: Arup Bose 

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-009-0087-6

Recommendations

• On the second order behaviour of the bootstrap of \(L_1\) regression estimators
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions

zbMATH Keywords

generalized bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Cites Work

• Exchangeably weighted bootstraps of the general empirical process
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Generalized bootstrap for estimators of minimizers of convex functions
• Asymptotic Theory of Least Absolute Error Regression
• Title not available (Why is that?)
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• On the asymptotic properties of the jackknife histogram
• Bootstrap of the mean in the infinite variance case
• The estimating function bootstrap
• Some results on the influence of extremes on the bootstrap
• On the bootstrap of the sample mean in the infinite variance case
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Generalised bootstrap in non-regular M-estimation problems
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Bootstrapping sample quantiles in non-regular cases
• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Efficiency and robustness in resampling
• Title not available (Why is that?)

Cited In (8)

• Dimension asymptotics for generalised bootstrap in linear regression
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Inference procedures for the \(L_ 1\) regression
• Bootstrapping Lasso-type estimators in regression models
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions
• On the second order behaviour of the bootstrap of \(L_1\) regression estimators
• Title not available (Why is that?)
• Bootstrap Methods for Median Regression Models

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