Extensions of the Markov chain marginal bootstrap

DOI10.1016/J.SPL.2007.03.010zbMATH Open1331.62183OpenAlexW1966976766MaRDI QIDQ2643036FDOQ2643036

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

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zbMATH Keywords

bootstrapconfidence intervalsnonlinear regressiontransformationgeneral estimating equations

Mathematics Subject Classification ID

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

Cites Work

• 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?)
• 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
• Markov Chain Marginal Bootstrap
• Regression Quantiles
• Robust Estimation of a Location Parameter

Cited In (4)

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

Uses Software

• boot

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