scientific article; zbMATH DE number 147163

MaRDI QIDQ4030219zbMATH OpenFDO

Authors Soumendra N. Lahiri

Publication date 1 April 1993

zbMATH Keywords

almost sure asymptotic expansionbootstrap approximationdistribution of bootstrapped \(M\)-estimatorsdistribution of standardized \(M\)-estimatorEdgeworth expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12)

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• On robustness properties of bootstrap approximations
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• M-estimators converging to a stable limit
• Bootstrap confidence regions based on M-estimators under nonstandard conditions
• Stochastically optimal bootstrap sample size for shrinkage-type statistics
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• A note on bootstrapping \(M\)-estimators in ARMA models
• Some applications of the Mallows metric to the bootstrap
• A note on moment convergence of bootstrap M-estimators
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• Almost sure representation for multivariate m-estimators
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• Second order asymptotics for M-estimators under non-standard conditions
• On the Bootstrap of the Maximum Score Estimator
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• The distribution and quantiles of functionals of weighted empirical distributions when observations have different distributions

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