The bootstrap and Edgeworth expansion

zbMath0829.62021MaRDI QIDQ5917652

Hall, Peter

Publication date: 28 June 1995

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

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

BLOCKCHAIN DOUBLE-SPEND ATTACK DURATION, Bootstrap inference for a class of non-regular estimators, Cluster-robust inference: a guide to empirical practice, Applications of the Fractional-Random-Weight Bootstrap, Asymptotic expansion and estimates of Wiener functionals, Multivariate density estimation for interval‐censored data with application to a forest fire modelling problem, A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests, A new permutation test statistic for K‐sample multivariate designs, Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting, Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators, Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators, A one-factor conditionally linear commodity pricing model under partial information, Unnamed Item, Estimation using hybrid censored data from a two-parameter distribution with bathtub shape, Factor-driven two-regime regression, A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap, Joint confidence sets for structural impulse responses, Nonparametric variable selection and classification: the CATCH algorithm, Probability distribution as a path and its action integral, On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example, Exponentially tilted empirical distribution function for ranked set samples, Asymptotic and bootstrap inference for inequality and poverty measures, Income distribution and inequality measurement: the problem of extreme values, Statistical inference on the Hilbert sphere with application to random densities, Smooth bootstrapping of copula functionals, A modified bootstrap for branching processes with immigration, Impulse response matching estimators for DSGE models, Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness, A new test of independence for bivariate observations, New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test, Estimating conditional means with heavy tails, Edgeworth expansion for the pre-averaging estimator, Improved confidence regions based on Edgeworth expansions, Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours, Bootstrap in semi-functional partial linear regression under dependence, Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications, Refinements in maximum likelihood inference on spatial autocorrelation in panel data, Location-adjusted Wald statistics for scalar parameters, Expansions for multivariate densities, Inference in VARs with conditional heteroskedasticity of unknown form, On properties of percentile bootstrap confidence intervals for prediction in functional linear regression, Nonparametric confidence intervals for ranked set samples, Edgeworth expansions for profiles of lattice branching random walks, Bootstrap bias corrections for ensemble methods, The periodogram at the Fourier frequencies, A note on bootstrap confidence intervals for proportions, Estimation of statistical binding properties of ligand population during in vitro selection based on population dynamics theory, A fast procedure for calculating importance weights in bootstrap sampling, Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap, On the validity of the formal Edgeworth expansion for posterior densities, Smoothed and iterated bootstrap confidence regions for parameter vectors, Ordered inference using observed confidence levels, Distribution theory for the Studentized mean for long, short, and negative memory time series, A review of empirical likelihood methods for time series, Large deviations for bootstrapped empirical measures, Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting, Bias correction for estimated distortion risk measure using the bootstrap, The fast iterated bootstrap, Edgeworth expansions for two point estimators of the proportion of measures, Identification and shape restrictions in nonparametric instrumental variables estimation, Bootstrap confidence intervals in a switching regressions model, Universal sieve-based strategies for efficient estimation using machine learning tools, New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates, A note on bootstrap for Gupta's subset selection procedure, Optimal Berry-Esseen bound for statistical estimations and its application to SPDE, An illustration of Cox's non-nested testing procedure for logit and probit models, Testing equivalence of multinomial distributions, A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data, Confidence intervals based on estimators with unknown rates of convergence, Computational algorithms for double bootstrap confidence intervals, Approximating the distribution function of risk, Bootstrap inference for misspecified moment condition models, New distribution theory for the estimation of structural break point in mean, Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models, Bootstrapping realized multivariate volatility measures, Bootstrap-based tests for deterministic time-varying coefficients in regression models, Higher-order accuracy of multiscale-double bootstrap for testing regions, Homogeneity tests for several Poisson populations, Graphical methods for investigating the finite-sample properties of confidence regions, On nonparametric local inference for density estimation, Tie the straps: uniform bootstrap confidence bands for semiparametric additive models, Nonparametric confidence regions for the central orientation of random rotations, Asymptotic expansion of the sample correlation coefficient under nonnormality, Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification, Empirical likelihood in a regression model with noised variables, Application of two gamma distributions mixture to financial auditing, On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data, Interval estimation of the ruin probability in the classical compound Poisson risk model, Resampling methods for ranked set samples, Bootstrap methods for dependent data: a review, Improving the reliability of bootstrap tests with the fast double bootstrap, Bootstrap prediction intervals for autoregressive time series, Bootstrapping estimation for estimating relative potency in combinations of bioassays, Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples, Inference via kernel smoothing of bootstrap \(P\) values, Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties, Representing uncertainty about response paths: the use of heuristic optimisation methods, Simultaneous confidence intervals based on the percentile bootstrap approach, Approximate regenerative-block bootstrap for Markov chains, Confidence interval estimating procedures for standardized incidence rates, A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators, Bayesian estimation for misclassification rate in linear discriminant analysis, A conversation with Piet Groeneboom, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation, Bayesian estimation of the reliability characteristic of Shanker distribution, LM tests of spatial dependence based on bootstrap critical values, Optimal jackknife for unit root models, Empirical likelihood for regression discontinuity design, Direct and approximately valid probabilistic inference on a class of statistical functionals, A conditional bootstrap procedure for reconstruction of the incubation period of AIDS, On robustness properties of bootstrap approximations, Bootstrap specification tests for diffusion processes