scientific article; zbMATH DE number 3841086
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Publication:3311508
Cited in
(28)- Inference via kernel smoothing of bootstrap \(P\) values
- Unusual properties of bootstrap confidence intervals in regression problems
- Estimating the variability of the Stein estimator by bootstrap
- Another look at the jackknife: Further examples of generalized bootstrap
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
- Residual bootstrap tests in linear models with many regressors
- Generalized bootstrap for estimating equations
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- Empirical process of residuals for high-dimensional linear models
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- Asymptotic total variation tests for copulas
- High dimensional CLT and its applications
- Thresholding least-squares inference in high-dimensional regression models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- A direct bootstrapping technique and its application to a novel goodness of fit test
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Inference in linear regression models with many covariates and heteroscedasticity
- Bootstrapping time series models
- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- Bootstrap inference for instrumental variable models with many weak instruments
- Conditional predictive inference for stable algorithms
- Testing many restrictions under heteroskedasticity
- Bootstrap inference for fixed-effect models
- Statistical plasmode simulations-potentials, challenges and recommendations
- Prediction sets for high-dimensional mixture of experts models
- With random regressors, least squares inference is robust to correlated errors with unknown correlation structure
- Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
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