Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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Publication:4530969
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- Rank-based methods for modeling dependence between loss triangles
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- Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
- Testing log‐linear models with inequality constraints: a comparison of asymptotic, bootstrap, and posterior predictive p‐values
- Inconsistency of bootstrap: the Grenander estimator
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- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
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- 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
- Analysis of multinomial models under inequality constraints: applications to measurement theory
- Bayesian inference for generalized linear model with linear inequality constraints
- Fast state tomography with optimal error bounds
- Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
- Robust subsampling
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- EL inference for partially identified models: large deviations optimality and bootstrap validity
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- The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
- Confidence estimation via the parametric bootstrap in logistic joinpoint regression
- Analyzing Subjective Well-Being Data with Misclassification
- Partial Identification of Economic Mobility: With an Application to the United States
- Measuring and testing for interval quantile dependence
- Bounding average treatment effects: a linear programming approach
- Hypothesis testing near singularities and boundaries
- Statistical Inference for Maximin Effects: Identifying Stable Associations across Multiple Studies
- Sharp Nonparametric Bounds for Decomposition Effects with Two Binary Mediators
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters
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- Heterogeneous impacts in PROGRESA
- Bounds on generalized linear predictors with incomplete outcome data
- Bootstrap inference for a class of non-regular estimators
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- Comparison of two treatments and inconsistency of bootstrap
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- Conditional sum of squares estimation of \(k\)-factor GARMA models
- Modeling heaped duration data: an application to neonatal mortality
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
- Sharp bounds on the distribution of treatment effects and their statistical inference
- On the uniform asymptotic validity of subsampling and the bootstrap
- Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines
- Identification robust inference in cointegrating regressions
- Posterior distribution of nondifferentiable functions
- Quantifying the failure of bootstrap likelihood ratio tests
- A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
- Canonical quantile regression
- Identification and estimation of statistical functionals using incomplete data
- Testing rationality without restricting heterogeneity
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Inference for non-regular parameters in optimal dynamic treatment regimes
- Maximum likelihood estimation of stochastic frontier models with endogeneity
- Are ``nearly exogenous instruments reliable?
- The numerical delta method
- A test of non-identifying restrictions and confidence regions for partially identified parameters
- Testing the homogeneous marginal utility of income assumption
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