Dimension asymptotics for generalised bootstrap in linear regression

DOI10.1023/A:1022430203955MaRDI QIDQ1868296zbMATH OpenFDO

Authors Snigdhansu Chatterjee, Arup Bose

Publication date 27 April 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

bootstrapregressionjackknifedimension asymptotics

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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(6)

• Bootstrap consistency for quadratic forms of sample averages with increasing dimension
• Residual bootstrap tests in linear models with many regressors
• Can we trust the bootstrap in high-dimensions? The case of linear models
• A resampling approach to estimation of the linking variance in the Fay–Herriot model
• scientific article; zbMATH DE number 1376315 (Why is no real title available?)
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap

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