A fast procedure for calculating importance weights in bootstrap sampling

DOI10.1016/J.CSDA.2010.04.019MaRDI QIDQ452522zbMATH OpenOpenAlexWikidataFDO

Authors Hua Zhou, Kenneth Lange

Publication date 15 September 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2976546

zbMATH Keywords

bootstrapmajorizationquasi-Newton accelerationimportance resampling

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 1086058 (Why is no real title available?)
• scientific article; zbMATH DE number 2107186 (Why is no real title available?)
• scientific article; zbMATH DE number 788227 (Why is no real title available?)
• A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
• Bootstrap quantile estimation via importance resampling
• Coordinate descent algorithms for lasso penalized regression
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• The bootstrap and Edgeworth expansion

Cited in

(4)

• A note on importance resampling for multi-dimensional statistics
• Importance Sampling for Bootstrap Confidence Intervals
• Bootstrap quantile estimation via importance resampling
• MM algorithms for geometric and signomial programming

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