L₁ regression estimate and its bootstrap

DOI10.1007/S11425-009-0087-6MaRDI QIDQ1042963zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• scientific article; zbMATH DE number 3874414 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• Asymptotic Theory of Least Absolute Error Regression
• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Bootstrap of the mean in the infinite variance case
• Bootstrapping sample quantiles in non-regular cases
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Efficiency and robustness in resampling
• Exchangeably weighted bootstraps of the general empirical process
• Generalised bootstrap in non-regular M-estimation problems
• Generalized bootstrap for estimators of minimizers of convex functions
• 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
• The estimating function bootstrap

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
• On the second order behaviour of the bootstrap of \(L_1\) regression estimators
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions
• scientific article; zbMATH DE number 926588 (Why is no real title available?)
• Bootstrap Methods for Median Regression Models

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