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

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

Recommendations

• On the second order behaviour of the bootstrap of L₁ regression estimators
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Cites work

• Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models
• Asymptotic Theory of Least Absolute Error Regression
• 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
• 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?)
• 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

(10)

• Limiting distributions for \(L_1\) regression estimators under general conditions
• Dimension asymptotics for generalised bootstrap in linear regression
• Inference procedures for the \(L_ 1\) regression
• Bootstrapping Lasso-type estimators in regression models
• On the second order behaviour of the bootstrap of L₁ regression estimators
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• Bootstrap Methods for Median Regression Models
• scientific article; zbMATH DE number 926588 (Why is no real title available?)
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions

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