Extensions of the Markov chain marginal bootstrap

DOI10.1016/j.spl.2007.03.010zbMath1331.62183OpenAlexW1966976766MaRDI QIDQ2643036

Xuming He, Masha Kocherginsky

Publication date: 23 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.010

zbMATH Keywords

bootstrapconfidence intervalstransformationnonlinear regressiongeneral estimating equations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items

Extensions of the Markov chain marginal bootstrap, Small sample performance of quantile regression confidence intervals, Asset allocation strategies based on penalized quantile regression

Uses Software

• bootlib

Cites Work

• A note on bootstrapping the sample median
• Extensions of the Markov chain marginal bootstrap
• Regression Quantiles
• Markov Chain Marginal Bootstrap
• A bootstrap based on the estimating equations of the linear model
• Robust Estimation of a Location Parameter
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