On nondifferentiable functions and the bootstrap

DOI10.1007/BF01197342zbMath0811.62050OpenAlexW2032770461MaRDI QIDQ1326309

Lutz Dümbgen

Publication date: 18 May 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197342

zbMATH Keywords

bootstrapeigenvaluescovariance matrixconfidence setsminimum distance functionalsrobust confidence sets

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (23)

Directional differentiability for supremum-type functionals: statistical applications ⋮ The numerical bootstrap ⋮ Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues ⋮ Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA ⋮ Posterior distribution of nondifferentiable functions ⋮ Proportional Hazards Model with a Change Point for Clustered Event Data ⋮ Instrument validity for heterogeneous causal effects ⋮ Testing for time stochastic dominance ⋮ Uniform inference for value functions ⋮ Inference for Empirical Wasserstein Distances on Finite Spaces ⋮ Delta-method inference for a class of set-identified SVARs ⋮ A note on bootstrap confidence intervals for proportions ⋮ ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP ⋮ Testing against uniform stochastic ordering with paired observations ⋮ Inference on functionals under first order degeneracy ⋮ Applied welfare analysis for discrete choice with interval-data on income ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ The numerical delta method ⋮ Tests of stochastic monotonicity with improved power ⋮ Empirical optimal transport on countable metric spaces: distributional limits and statistical applications ⋮ More powerful goodness-of-fit tests for uniform stochastic ordering ⋮ Perturbation inequalities and confidence sets for functions of a scatter matrix. ⋮ Inference for Optimal Dynamic Treatment Regimes Using an Adaptive m ‐Out‐of‐ n Bootstrap Scheme

Cites Work

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• Bootstrap tests and confidence regions for functions of a covariance matrix
• Stochastic estimation and testing
• The minimum distance method of testing
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix

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