When does bootstrap work! Asymptotic results and simulations
From MaRDI portal
(Redirected from Publication:1189002)
asymptotic normalitynormal approximationlinear modelswild bootstrapbootstrap procedureequivalencekernel regression estimatorbootstrap testscurve estimationcritical valuesdensity estimatorsleast squares estimates\(M\)-estimatesL2-normnonrandom designrandom design modelbootstrap confidence regionsnumber of modesconsistency of bootstrapestimation of smooth functionalsgoodness-of-fit test statistichigher-order accuracy of bootstrap estimatesparametric regression estimatorvalidity of bootstrap
Recommendations
Cited in
(75)- Bootstrap calibration in functional linear regression models with applications
- Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets
- Bootstrap order selection for SETAR models
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- Identification and estimation in a third-price auction model
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- A Complete Framework for Model-Free Difference-in-Differences Estimation
- Bootstrap and permutation rank tests for proportional hazards under right censoring
- Testing for the presence of jump components in jump diffusion models
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- Bootstrap of residual processes in regression: to smooth or not to smooth?
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- A consistent model specification test with mixed discrete and continuous data
- An exploratory data analysis in scale-space for interval-valued data
- Identification and shape restrictions in nonparametric instrumental variables estimation
- Testing for unit roots in short panels allowing for a structural break
- Bootstrap confidence sets under model misspecification
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- Asymptotic and bootstrap confidence bounds for the structural average of curves.
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- A note on methods of restoring consistency to the bootstrap
- Inference on low-rank data matrices with applications to microarray data
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- Bootstrap, wild bootstrap, and asymptotic normality
- Nonparametric identification and estimation with discrete instruments and regressors
- An equality test across nonparametric regressions
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Generalized bootstrap for estimating equations
- Estimation of semi-parametric additive coefficient model
- Bootstrap inference in systems of single equation error correction models
- A short prehistory of the bootstrap
- Bootstrapping sample quantiles of discrete data
- Another look at the jackknife: Further examples of generalized bootstrap
- scientific article; zbMATH DE number 3963008 (Why is no real title available?)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Diagnosing bootstrap success
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
- The Hybrid Wild Bootstrap for Time Series
- scientific article; zbMATH DE number 1375595 (Why is no real title available?)
- Regularization in statistics
- Inference via kernel smoothing of bootstrap \(P\) values
- Statistical inference based on robust low-rank data matrix approximation
- Combining the virtues of stochastic frontier and data envelopment analysis
- The impact of the bootstrap on statistical algorithms and theory
- Estimating features of a distribution from binomial data
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- Bootstrapping the general linear hypothesis test
- On Testing Equality of Distributions of Technical Efficiency Scores
- Bootstrapping and permuting paired \(t\)-test type statistics
- Bootstrapping data arrays of arbitrary order
- Bootstrapping rank statistics.
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
- A simple test for regression specification with non-nested alternatives
- Renewal type bootstrap for Markov chains
- Localized level crossing random walk test robust to the presence of structural breaks
- Subsampling tests for the mean change point with heavy-tailed innovations
- Interval and band estimation for curves with jumps
- Nonparametric testing of closeness between two unknown distribution functions
- Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates
- On inference validity of weighted U-statistics under data heterogeneity
- The deficiency introduced by resampling
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Model selection by resampling penalization
This page was built for publication: When does bootstrap work! Asymptotic results and simulations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1189002)
