A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models

DOI10.1080/02331888.2016.1268612zbMath1371.62041OpenAlexW2561584419MaRDI QIDQ5280362

Zhuqing Yu, Stephen M. S. Lee

Publication date: 20 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2016.1268612

zbMATH Keywords

weighted bootstrapsmooth function modelmoving-parameterrecentred bootstrapuniformly correct

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Cites Work

• On the uniform asymptotic validity of subsampling and the bootstrap
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• Estimated sampling distributions: The bootstrap and competitors
• Diagnosing bootstrap success
• Parametric bootstrapping with nuisance parameters
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• A note on methods of restoring consistency to the bootstrap
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP
• Empirical likelihood ratio confidence intervals for a single functional
• Intentionally Biased Bootstrap Methods
• Prepivoting by weighted bootstrap iteration

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