Extensions of the Markov chain marginal bootstrap

DOI10.1016/J.SPL.2007.03.010MaRDI QIDQ2643036zbMATH OpenOpenAlexFDO

Authors Masha Kocherginsky, Xuming He

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 intervalsgeneral estimating equationsnonlinear regressiontransformation

Mathematics Subject Classification ID

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) Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

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Cites work

• A bootstrap based on the estimating equations of the linear model
• A note on bootstrapping the sample median
• Extensions of the Markov chain marginal bootstrap
• scientific article; zbMATH DE number 194144 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 2148837 (Why is no real title available?)
• Markov Chain Marginal Bootstrap
• Regression Quantiles
• Robust Estimation of a Location Parameter

Cited in

(4)

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

Describes a project that uses

Uses Software

• boot

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