The bootstrap and Edgeworth expansion

zbMath0744.62026MaRDI QIDQ5905499

Hall, Peter

Publication date: 18 September 1992

Published in: Springer Series in Statistics (Search for Journal in Brave)

zbMATH Keywords

bootstrapEdgeworth expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40)

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time series analysis, A bootstrap approach to moment selection, A simulation study on the confidence interval procedures of some mean cumulative function estimators, Statistical inference for the extreme value distribution under adaptive Type-II progressive censoring schemes, Bootstrapping probability-proportional-to-size samples via calibrated empirical population, Asymptotically refined score and GOF tests for inverse Gaussian models, Incomplete Generalized U‐Statistics for Food Risk Assessment, On the LBI criterion for the multivariate one-way random effects model under non-normality, Rooted edges of a minimal directed spanning tree on random points, Bootstrap diagnostics and remedies, On the bootstrap in cube root asymptotics, Block empirical likelihood for longitudinal partially linear regression models, Improved nonparametric confidence intervals in time series regressions, Bootstrapping High-Frequency Jump Tests, Estimation of an Exponential Distribution, Bayesian Likelihood Methods for Estimating the End Point of a Distribution, Volatility Estimation and Jump Testing via Realized Information Variation, Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series, Nonparametric Statistical Methods for Cost‐Effectiveness Analyses, Variable selection in Bayesian generalized linear‐mixed models: An illustration using candidate gene case‐control association studies, Bootstrap Joint Prediction Regions, A Smooth Block Bootstrap for Statistical Functionals and Time Series, Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation, A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS, Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability, Diagnostics for the bootstrap and fast double bootstrap, Detection of the symmetry of model errors for partial linear single-index models, A Cheap Trick to Improve the Power of a Conservative Hypothesis Test, Comparison of naïve, Kenward–Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models