Bootstrapping in non-regular smooth function models
DOI10.1016/J.JMVA.2012.04.016zbMATH Open1281.62112OpenAlexW2065954363MaRDI QIDQ444959FDOQ444959
Authors: M. Giurcanu 
Publication date: 24 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.016
Recommendations
- Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
- Bootstrap Sample Size in Nonregular Cases
- Inconsistency of bootstrap: the Grenander estimator
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
confidence intervals\(m\)-out-of-\(n\) bootstrapnon-regular estimatorsoracle bootstrapsmooth function modelstandard bootstrap
Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
Cites Work
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- Diagnosing bootstrap success
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- Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
- Title not available (Why is that?)
- On bootstrap resampling and iteration
- Intentionally Biased Bootstrap Methods
- Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
Cited In (14)
- Bootstrap of kernel smoothing in nonlinear time series
- A bootstrap version of the residual-based smooth empirical distribution function
- On the bootstrap in cube root asymptotics
- Inference on functionals under first order degeneracy
- Bootstrap Sample Size in Nonregular Cases
- Oracle M-estimation for time series models
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
- Bootstrapping Lasso-type estimators in regression models
- The nonparametric bootstrap for the current status model
- Title not available (Why is that?)
- Iterating the \(m\) out of \(n\) bootstrap in nonregular smooth function models
- Bootstrap inference for a class of non-regular estimators
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
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