Stochastically optimal bootstrap sample size for shrinkage-type statistics

DOI10.1007/s11222-014-9493-xzbMath1342.62068OpenAlexW2123028603MaRDI QIDQ2631362

Bei Wei, Stephen 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

James-Stein estimatorridge regressionbootstrap consistency\(m\) out of \(n\) bootstrappost-model-selectionshrinkage-typestochastically optimal

Mathematics Subject Classification ID

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

Related Items (1)

General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters

Cites Work

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• Subsampling
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• Ridge regression:some simulations
• On blocking rules for the bootstrap with dependent data
• Adaptive choice of bootstrap sample sizes
• Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
• The bootstrap and Edgeworth expansion

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