Bootstrapping the maximum likelihood estimator in high-dimensional log- linear models

DOI10.1214/AOS/1176347264zbMATH Open0683.62025OpenAlexW2083558757MaRDI QIDQ1824964FDOQ1824964

Authors: Wilhelm Sauermann 

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347264

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zbMATH Keywords

sampling modelsbootstrap estimator of the distribution of the maximum likelihood estimatordecomposable log-linear modelslarge, sparse contingency tablesmodel asymptotics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Contingency tables (62H17)

Cited In (9)

• Comment
• Title not available (Why is that?)
• A quadratic bootstrap method and improved estimation in logistic regression.
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
• Bootstrapping multiple systems estimates to account for model selection
• Bootstrap calibration and empirical likelihood in the logistic regression model
• Bootstrapping pseudolikelihood models for clustered binary data
• Empirical process of residuals for high-dimensional linear models
• Estimating high-dimensional regression models with bootstrap group penalties

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