A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models
DOI10.1080/02331888.2016.1268612zbMATH Open1371.62041OpenAlexW2561584419MaRDI QIDQ5280362FDOQ5280362
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
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Cites Work
- On the uniform asymptotic validity of subsampling and the bootstrap
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Empirical likelihood ratio confidence intervals for a single functional
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Diagnosing bootstrap success
- A note on methods of restoring consistency to the bootstrap
- Parametric bootstrapping with nuisance parameters
- Intentionally Biased Bootstrap Methods
- Estimated sampling distributions: The bootstrap and competitors
- Prepivoting by weighted bootstrap iteration
Cited In (4)
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