scientific article; zbMATH DE number 1471718

MaRDI QIDQ4488846zbMATH OpenFDO

Authors Snigdhansu Chatterjee, Arup Bose

Publication date 3 December 2002

zbMATH Keywords

bootstrapdimension asymptoticsjackknifemany parameters regressionvariance estimation

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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(12)

• Bootstrapping for multivariate linear regression models
• Revision: variance inflation in regression
• Use and Abuse of Variance Models in Regression
• MODELING AND ESTIMATING VARIANCES IN REGRESSION
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Variance estimation using refitted cross-validation in ultrahigh dimensional regression
• Bootstrap inference for GARCH models by the least absolute deviation estimation
• Principal varying coefficient estimator for high-dimensional models
• scientific article; zbMATH DE number 6296017 (Why is no real title available?)
• A resampling approach to estimation of the linking variance in the Fay–Herriot model
• High-dimensional estimation of quadratic variation based on penalized realized variance
• A bootstrap method for assessing the dimension of a general regression problem

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