Dimension asymptotics for generalised bootstrap in linear regression

DOI10.1023/A:1022430203955zbMATH Open1012.62071MaRDI QIDQ1868296FDOQ1868296

Authors: Snigdhansu Chatterjee, Arup Bose 

Publication date: 27 April 2003

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

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zbMATH Keywords

bootstrapregressionjackknifedimension asymptotics

Mathematics Subject Classification ID

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

Cited In (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
• Title not available (Why is that?)
• Asymptotics with increasing dimension for robust regression with applications to the bootstrap

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