Asymptotic size and a problem with subsampling and with the m out of n bootstrap
From MaRDI portal
Publication:3557548
Recommendations
- On the uniform asymptotic validity of subsampling and the bootstrap
- Hybrid and Size-Corrected Subsampling Methods
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- The bootstrap in hypothesis testing
- Applications of subsampling, hybrid, and size-correction methods
Cites work
- A New Method for Testing Separate Families of Hypotheses
- A note on methods of restoring consistency to the bootstrap
- A note on proving that the (modified) bootstrap works
- Asymptotic properties of maximum likelihood estimators based on conditional specification
- Bootstrap Model Selection
- Bootstrap Sample Size in Nonregular Cases
- Bootstrap of the mean in the infinite variance case
- Confidence Intervals for Partially Identified Parameters
- Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
- Diagnosing bootstrap success
- Do Bootstrap Confidence Procedures Behave Well Uniformly in P?
- Estimation When a Parameter is on a Boundary
- Heteroscedasticity-robustness of jackknife variance estimators in linear models
- Hybrid and Size-Corrected Subsampling Methods
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Inference for identifiable parameters in partially identified econometric models
- Inference when a nuisance parameter is weakly identified under the null hypothesis
- Instrumental Variables Regression with Weak Instruments
- Large sample confidence regions based on subsamples under minimal assumptions
- Linear Statistical Inference and its Applications
- Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
- On nondifferentiable functions and the bootstrap
- On preliminary test and shrinkage M-estimation in linear models
- On the asymptotic properties of the jackknife histogram
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Some asymptotic theory for the bootstrap
- Testing Statistical Hypotheses
- Testing When a Parameter is on the Boundary of the Maintained Hypothesis
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- The accuracy of the normal approximation for estimates of vector parameters
- The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
- Uniform Inference in Autoregressive Models
- Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
Cited in
(53)- Applications of subsampling, hybrid, and size-correction methods
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification
- Jackknife empirical likelihood for inequality constraints on regular functionals
- On asymptotic size distortions in the random coefficients logit model
- Subvector inference when the true parameter vector may be near or at the boundary
- GMM estimation and uniform subvector inference with possible identification failure
- Inference on functionals under first order degeneracy
- Testing regression coefficients after model selection through sign restrictions
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- Bonferroni-based size-correction for nonstandard testing problems
- An improved bootstrap test for restricted stochastic dominance
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Bootstrap validity for the score test when instruments may be weak
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
- Robust subsampling
- Hybrid and Size-Corrected Subsampling Methods
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Statistical plasmode simulations-potentials, challenges and recommendations
- Asymptotically exact inference in conditional moment inequality~models
- Generic results for establishing the asymptotic size of confidence sets and tests
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
- Hypothesis testing near singularities and boundaries
- Robust inference in nonlinear models with mixed identification strength
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
- Second order expansion of the \(T\)-statistic in AR(1) models
- Pre and post break parameter inference
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- The validity of instruments revisited
- Robust forecast comparison
- Bootstrap inference for a class of non-regular estimators
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Maximum likelihood estimation and uniform inference with sporadic identification failure
- Sharp bounds on the distribution of treatment effects and their statistical inference
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- On the uniform asymptotic validity of subsampling and the bootstrap
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
- Global identifiability of linear structural equation models
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- Bahadur intercept with applications to one-sided testing
- Uniform inference for value functions
- A method of moments approach to asymptotically unbiased synthetic controls
- Maximum likelihood estimation of stochastic frontier models with endogeneity
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- An averaging estimator for two-step m-estimation in semiparametric models
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- An improved bootstrap test of stochastic dominance
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
- CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS
This page was built for publication: Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3557548)
