Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
From MaRDI portal
Publication:4530969
DOI10.1111/1468-0262.00114zbMath1015.62044OpenAlexW2069549793MaRDI QIDQ4530969
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00114
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
Related Items
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics ⋮ HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS ⋮ Using missing types to improve partial identification with application to a study of HIV prevalence in Malawi ⋮ On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space ⋮ On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example ⋮ Identification and estimation of statistical functionals using incomplete data ⋮ Finite-sample simulation-based inference in VAR models with application to Granger causality testing ⋮ Heterogeneous impacts in PROGRESA ⋮ Bootstrap validity for the score test when instruments may be weak ⋮ A test of non-identifying restrictions and confidence regions for partially identified parameters ⋮ Bootstrap LR tests of stationarity, common trends and cointegration ⋮ VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ THE BOOTSTRAP IN THRESHOLD REGRESSION ⋮ Testing log‐linear models with inequality constraints: a comparison of asymptotic, bootstrap, and posterior predictive p‐values ⋮ DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION ⋮ THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP ⋮ Modeling heaped duration data: an application to neonatal mortality ⋮ A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters ⋮ Bounding average treatment effects: a linear programming approach ⋮ Bounds on generalized linear predictors with incomplete outcome data ⋮ A constrained state space approach for estimating firm efficiency ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues ⋮ RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT ⋮ Are ``nearly exogenous instruments reliable? ⋮ Dynamic treatment regimes: technical challenges and applications ⋮ Posterior distribution of nondifferentiable functions ⋮ Instrument validity for heterogeneous causal effects ⋮ Bootstrap inference for a class of non-regular estimators ⋮ A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators ⋮ Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model ⋮ Sharp Nonparametric Bounds for Decomposition Effects with Two Binary Mediators ⋮ Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary ⋮ Inference on the best policies with many covariates ⋮ Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables ⋮ Maximum likelihood estimation of stochastic frontier models with endogeneity ⋮ A note on bootstrap confidence intervals for proportions ⋮ Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data ⋮ Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines ⋮ Inference for identifiable parameters in partially identified econometric models ⋮ Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting ⋮ Jackknife empirical likelihood for inequality constraints on regular functionals ⋮ Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods ⋮ Subvector inference when the true parameter vector may be near or at the boundary ⋮ An improved bootstrap test for restricted stochastic dominance ⋮ ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP ⋮ Testing rationality without restricting heterogeneity ⋮ Analysis of sequential quality improvement plans to obtain confidence bounds ⋮ Bayesian inference for generalized linear model with linear inequality constraints ⋮ Simulation-based exact jump tests in models with conditional heteroskedasticity ⋮ Measuring and testing for interval quantile dependence ⋮ Testing for sign and amplitude asymmetries using threshold autoregressions ⋮ Exact tests of the stability of the Phillips curve: the Canadian case ⋮ EL inference for partially identified models: large deviations optimality and bootstrap validity ⋮ Inference on functionals under first order degeneracy ⋮ SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE ⋮ Hypothesis testing near singularities and boundaries ⋮ COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY ⋮ Testing for observation-dependent regime switching in mixture autoregressive models ⋮ The numerical delta method ⋮ Identification robust inference in cointegrating regressions ⋮ Causal inference: a missing data perspective ⋮ Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models ⋮ Robust subsampling ⋮ A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation ⋮ Non-standard inference for augmented double autoregressive models with null volatility coefficients ⋮ On the uniform asymptotic validity of subsampling and the bootstrap ⋮ Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities ⋮ Canonical quantile regression ⋮ Analysis of multinomial models under inequality constraints: applications to measurement theory ⋮ Comparison of two treatments and inconsistency of bootstrap ⋮ A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS ⋮ Testing the homogeneous marginal utility of income assumption ⋮ Fast state tomography with optimal error bounds ⋮ Inference for non-regular parameters in optimal dynamic treatment regimes ⋮ Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models ⋮ Rank-based methods for modeling dependence between loss triangles