Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities

DOI10.1111/J.1368-423X.2008.00265.XMaRDI QIDQ3406058zbMATH OpenFDO

Authors Donald W. K. Andrews, Sukjin Han

Publication date 12 February 2010

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1368-423X.2008.00265.X

zbMATH Keywords

\(m\) out of \(n\) bootstrapbootstrapcoverage probabilitymoment inequality modelpartial identificationsubsamplingtables

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A general theory for jackknife variance estimation
• A note on methods of restoring consistency to the bootstrap
• Bootstrap methods: another look at the jackknife
• Bootstrap Model Selection
• Bootstrap of the mean in the infinite variance case
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• Bootstrap tests and confidence regions for functions of a covariance matrix
• Bootstrapping the mode
• Bootstrapping unstable first-order autoregressive processes
• Confidence Intervals for Partially Identified Parameters
• Diagnosing bootstrap success
• Estimated sampling distributions: The bootstrap and competitors
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• Estimation When a Parameter is on a Boundary
• scientific article; zbMATH DE number 3850298 (Why is no real title available?)
• scientific article; zbMATH DE number 3965196 (Why is no real title available?)
• scientific article; zbMATH DE number 1057566 (Why is no real title available?)
• Hybrid and Size-Corrected Subsampling Methods
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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• Inference for identifiable parameters in partially identified econometric models
• Inference for the identified set in partially identified econometric models
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• Invalidity of bootstrap for critical branching processes with immigration
• Large sample confidence regions based on subsamples under minimal assumptions
• On a modified bootstrap for certain asymptotically nonnormal statistics
• On the asymptotic properties of the jackknife histogram
• Resampling: consistency of substitution estimators
• Some asymptotic theory for the bootstrap
• Testing Statistical Hypotheses
• The bootstrap and Edgeworth expansion
• Uniform Inference in Autoregressive Models
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Cited in

(4)

• A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
• Partially identifying competing risks models: an application to the war on cancer
• Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
• The proximal bootstrap for constrained estimators

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