Generalized bootstrap for estimating equations
From MaRDI portal
Publication:1781166
DOI10.1214/009053604000000904zbMath1065.62073arXivmath/0504515OpenAlexW3101649135MaRDI QIDQ1781166
Arup Bose, Snigdhansu Chatterjee
Publication date: 23 June 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504515
resampling\(M\)-estimationgeneralized linear modelswild bootstrapdimension asymptoticsheteroscedasic time seriespaired bootstrap
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Inference from stochastic processes (62M99)
Related Items (44)
A resampling approach to estimation of the linking variance in the Fay–Herriot model ⋮ Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data ⋮ Bootstrapping for highly unbalanced clustered data ⋮ Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ On weighted multivariate sign functions ⋮ A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference ⋮ Inference on Polychotomous Responses in Finite Populations ⋮ Are discoveries spurious? Distributions of maximum spurious correlations and their applications ⋮ Random weighting in LASSO regression ⋮ Bootstrapping longitudinal data with multiple levels of variation ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ Bootstrap consistency for general semiparametric \(M\)-estimation ⋮ Bootstrap variance estimation with survey data when estimating model parameters ⋮ Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation ⋮ Bootstrapping quantile correlations with an application for income status across generations ⋮ Bootstrap confidence sets under model misspecification ⋮ Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models ⋮ Smoothed quantile regression with large-scale inference ⋮ Applications of the Fractional-Random-Weight Bootstrap ⋮ Robust inference via multiplier bootstrap ⋮ Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation ⋮ Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap ⋮ Random weighting \(M\)-estimation for linear errors-in-variables models ⋮ Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory ⋮ On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications ⋮ A Weighted Linear Estimator of Multivariate ARCH Parameters ⋮ Efficient Estimation for Rank‐Based Regression with Clustered Data ⋮ Resampling schemes with low resampling intensity and their applications in testing hypotheses ⋮ A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS ⋮ Bootstrap estimation of uncertainty in prediction for generalized linear mixed models ⋮ An alternative to the \(m\) out of \(n\) bootstrap ⋮ Bootstrapping a weighted linear estimator �of the ARCH parameters ⋮ Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error ⋮ Perturbation bootstrap in adaptive Lasso ⋮ General bootstrap for dual \(\phi\)-divergence estimates ⋮ Multiplier \(U\)-processes: sharp bounds and applications ⋮ Canonical quantile regression ⋮ Recycled two-stage estimation in nonlinear mixed effects regression models ⋮ Model-based bootstrap for detection of regional quantile treatment effects ⋮ Mechanistic Analysis of Challenge–Response Experiments ⋮ Scalable estimation and inference for censored quantile regression process ⋮ Direct and approximately valid probabilistic inference on a class of statistical functionals
Cites Work
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- When does bootstrap work! Asymptotic results and simulations
- Efficiency and robustness in resampling
- Bootstrapping \(M\)-estimators of a multiple linear regression parameter
- Bootstrap methods: another look at the jackknife
- Exchangeably weighted bootstraps of the general empirical process
- Jackknife, bootstrap and other resampling methods in regression analysis
- Statistical tools for nonlinear regression. A practical guide with S-PLUS examples
- Bootstrap and wild bootstrap for high dimensional linear models
- Approximation Theorems of Mathematical Statistics
- The estimating function bootstrap
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Generalized bootstrap for estimating equations
