Stochastically optimal bootstrap sample size for shrinkage-type statistics

DOI10.1007/S11222-014-9493-XMaRDI QIDQ2631362zbMATH OpenOpenAlexFDO

Authors Bei Wei, S. M. S. Lee, Xiyuan Wu

Publication date 29 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9493-x

zbMATH Keywords

\(m\) out of \(n\) bootstrapbootstrap consistencyJames-Stein estimatorpost-model-selectionridge regressionshrinkage-typestochastically optimal

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Adaptive choice of bootstrap sample sizes
• Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
• Bootstrap Inference for a First-Order Autoregression with Positive Innovations
• Extrapolation and the bootstrap
• High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
• scientific article; zbMATH DE number 147163 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• Model Selection and Model Averaging
• On blocking rules for the bootstrap with dependent data
• On the choice of m in the m out of n bootstrap and confidence bounds for extrema
• Ridge regression:some simulations
• Subsampling
• The bootstrap and Edgeworth expansion
• When does bootstrap work! Asymptotic results and simulations

Cited in

(2)

• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Adaptive choice of bootstrap sample sizes

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