Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

DOI10.3150/17-BEJ1001zbMath1442.62091arXiv1605.01440OpenAlexW2963360248WikidataQ128770049 ScholiaQ128770049MaRDI QIDQ1715548

Debraj Das, Soumendra Nath Lahiri

Publication date: 28 January 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.01440

zbMATH Keywords

Edgeworth expansionwild bootstrapM-estimationresidual bootstrapstudentizationgeneralized bootstrapperturbation bootstrapsecond order correct (S.O.C.)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09)

Related Items (2)

The numerical bootstrap ⋮ Perturbation bootstrap in adaptive Lasso

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The wild bootstrap, tamed at last
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• Resampling methods for spatial regression models under a class of stochastic designs
• General \(M\)-estimation and its bootstrap
• Bootstrap consistency for general semiparametric \(M\)-estimation
• Edgeworth expansions for bootstrapping regression models
• Edgeworth expansion in regression models
• Bootstrap procedures under some non-i.i.d. models
• Some asymptotic theory for the bootstrap
• Bootstrapping regression models
• Bootstrapping \(M\)-estimators of a multiple linear regression parameter
• A rank statistics approach to the consistency of a general bootstrap
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• The weighted bootstrap
• Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
• M-estimation in linear models under nonstandard conditions.
• Generalized bootstrap for estimating equations
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap approximation to the distribution of M-estimates in a linear model
• On Edgeworth expansion and moving block bootstrap for Studentized \(M\)-estimators in multiple linear regression models
• Model selection by resampling penalization
• Bootstrap and wild bootstrap for high dimensional linear models
• Wild bootstrap estimation in partially linear models with heteroscedasticity
• Robust semiparametric M-estimation and the weighted bootstrap
• A Note on Bootstrapping M-Estimators in ARMA Models
• A simple resampling method by perturbing the minimand
• A Score Based Approach to Wild Bootstrap Inference
• Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
• Wild bootstrap for quantile regression
• Normal Approximation and Asymptotic Expansions
• Wild Bootstrap Tests for IV Regression
• A Perturbation Method for Inference on Regularized Regression Estimates
• The estimating function bootstrap
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models
• Probability Inequalities for Sums of Independent Random Variables
• Robust Statistics
• The bootstrap and Edgeworth expansion
• Efficiency and robustness of a resampling \(M\)-estimator in the linear model

This page was built for publication: Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter