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

DOI10.1080/02331888.2016.1268612MaRDI QIDQ5280362zbMATH OpenOpenAlexFDO

Authors Zhuqing Yu, S. 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

moving-parameterrecentred bootstrapsmooth function modeluniformly correctweighted bootstrap

Mathematics Subject Classification ID

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

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Cites work

• 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
• Diagnosing bootstrap success
• Empirical likelihood ratio confidence intervals for a single functional
• Estimated sampling distributions: The bootstrap and competitors
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
• Intentionally Biased Bootstrap Methods
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• On the uniform asymptotic validity of subsampling and the bootstrap
• Parametric bootstrapping with nuisance parameters
• Prepivoting by weighted bootstrap iteration

Cited in

(5)

• On nondifferentiable functions and the bootstrap
• Iterating the m out of n bootstrap in nonregular smooth function models
• Do Bootstrap Confidence Procedures Behave Well Uniformly in P?
• Bootstrapping in non-regular smooth function models
• Bootstrap confidence sets under model misspecification

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