When does bootstrap work! Asymptotic results and simulations
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Publication:1189002
zbMATH Open0760.62038MaRDI QIDQ1189002FDOQ1189002
Authors: Enno Mammen 
Publication date: 18 September 1992
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
Recommendations
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
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Identification and estimation in a third-price auction model
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- Bootstrap and permutation rank tests for proportional hazards under right censoring
- Bootstrap of residual processes in regression: to smooth or not to smooth?
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- Bootstrap order selection for SETAR models
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- A Complete Framework for Model-Free Difference-in-Differences Estimation
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Behaviour of kernel density estimates and bandwidth selectors for contaminated data sets
- A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
- Testing for the presence of jump components in jump diffusion models
- Bootstrap calibration in functional linear regression models with applications
- Combining the virtues of stochastic frontier and data envelopment analysis
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- On Testing Equality of Distributions of Technical Efficiency Scores
- Bootstrap confidence sets under model misspecification
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Estimation of semi-parametric additive coefficient model
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Model selection by resampling penalization
- Inference on low-rank data matrices with applications to microarray data
- Bootstrapping data arrays of arbitrary order
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- The Hybrid Wild Bootstrap for Time Series
- Localized level crossing random walk test robust to the presence of structural breaks
- Estimating features of a distribution from binomial data
- Bootstrapping the general linear hypothesis test
- Testing for unit roots in short panels allowing for a structural break
- Diagnosing bootstrap success
- A nonparametric test for equality of distributions with mixed categorical and continuous data
- A simple test for regression specification with non-nested alternatives
- Nonparametric identification and estimation with discrete instruments and regressors
- Statistical inference based on robust low-rank data matrix approximation
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Another look at the jackknife: Further examples of generalized bootstrap
- A short prehistory of the bootstrap
- Inference via kernel smoothing of bootstrap \(P\) values
- Renewal type bootstrap for Markov chains
- Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
- On inference validity of weighted U-statistics under data heterogeneity
- The deficiency introduced by resampling
- Interval and band estimation for curves with jumps
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean
- An exploratory data analysis in scale-space for interval-valued data
- Bootstrap inference in systems of single equation error correction models
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations
- Generalized bootstrap for estimating equations
- Bootstrapping sample quantiles of discrete data
- Subsampling tests for the mean change point with heavy-tailed innovations
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions
- Identification and shape restrictions in nonparametric instrumental variables estimation
- Bootstrapping and permuting paired \(t\)-test type statistics
- A consistent model specification test with mixed discrete and continuous data
- Bootstrapping rank statistics.
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- Asymptotic and bootstrap confidence bounds for the structural average of curves.
- An equality test across nonparametric regressions
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas
- Title not available (Why is that?)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Nonparametric testing of closeness between two unknown distribution functions
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory
- A note on methods of restoring consistency to the bootstrap
- Bootstrap, wild bootstrap, and asymptotic normality
- Regularization in statistics
- The impact of the bootstrap on statistical algorithms and theory
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters
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