Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

DOI10.1111/1468-0262.00114MaRDI QIDQ4530969zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews

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

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)

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• An improved bootstrap test for restricted stochastic dominance
• Analysis of sequential quality improvement plans to obtain confidence bounds
• Bayesian inference for generalized linear model with linear inequality constraints
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• Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries
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• Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
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• On the uniform asymptotic validity of subsampling and the bootstrap
• Hypothesis testing near singularities and boundaries

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