General M-estimation and its bootstrap

DOI10.1016/J.JKSS.2012.02.004zbMATH Open1296.62074OpenAlexW1995537304MaRDI QIDQ457623FDOQ457623

Authors: S. M. S. Lee 

Publication date: 29 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2012.02.004

Recommendations

• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Generalised bootstrap in non-regular M-estimation problems
• scientific article; zbMATH DE number 147163
• A note on moment convergence of bootstrap M-estimators
• scientific article; zbMATH DE number 854575

zbMATH Keywords

Gaussian process\(M\)-estimation\(m\)-out-of-\(n\) bootstrap

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Title not available (Why is that?)
• Nonparametric kernel regression subject to monotonicity constraints
• Uniform Central Limit Theorems
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Bootstrap of the Maximum Score Estimator
• Cube root asymptotics
• Estimation of the mode
• On the bootstrap in cube root asymptotics
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the integrability of the martingale square function
• Estimating a Convex Function in Nonparametric Regression
• Generalised bootstrap in non-regular M-estimation problems
• Some limit theorems for the empirical process indexed by functions
• Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
• Distributional convergence of M-estimators under unusual rates
• M-estimation in linear models under nonstandard conditions.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• L_p–Estimators as Estimates of a Parameter of Location for a Sharp–pointed Symmetric Density
• Title not available (Why is that?)
• Large sample properties of shape restricted regression estimators with smoothness adjustments
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions
• Asymptotic distribution of regression M-estimators

Cited In (14)

• Title not available (Why is that?)
• Generalized bootstrap for estimators of minimizers of convex functions
• A note on moment convergence of bootstrap M-estimators
• Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
• Some applications of the Mallows metric to the bootstrap
• Generalised bootstrap in non-regular M-estimation problems
• Bootstrap consistency for general semiparametric \(M\)-estimation
• \(M\)-processes and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized bootstrap for estimating equations
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
• Bootstrapping general empirical measures
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter

This page was built for publication: General \(M\)-estimation and its bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q457623)