Pages that link to "Item:Q4530969"

The following pages link to Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space (Q4530969):

Displaying 50 items.

• Hypothesis testing near singularities and boundaries (Q85619) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Identification and estimation of statistical functionals using incomplete data (Q291710) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Heterogeneous impacts in PROGRESA (Q295548) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
• Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data (Q453002) (← links)
• Testing rationality without restricting heterogeneity (Q506060) (← links)
• EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (Q605864) (← links)
• Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (Q736528) (← links)
• Robust subsampling (Q738145) (← links)
• On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
• Bounds on generalized linear predictors with incomplete outcome data (Q877249) (← links)
• Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Analysis of multinomial models under inequality constraints: applications to measurement theory (Q1042296) (← links)
• Comparison of two treatments and inconsistency of bootstrap (Q1046221) (← links)
• Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables (Q1410570) (← links)
• Using missing types to improve partial identification with application to a study of HIV prevalence in Malawi (Q1621036) (← links)
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
• Bounding average treatment effects: a linear programming approach (Q1667941) (← links)
• A constrained state space approach for estimating firm efficiency (Q1672855) (← links)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
• The numerical delta method (Q1792450) (← links)
• Causal inference: a missing data perspective (Q1799347) (← links)
• Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
• Measuring and testing for interval quantile dependence (Q1991673) (← links)
• Inference on functionals under first order degeneracy (Q2000838) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Canonical quantile regression (Q2079612) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters (Q2167323) (← links)
• Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
• Posterior distribution of nondifferentiable functions (Q2190216) (← links)
• Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
• An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
• Analysis of sequential quality improvement plans to obtain confidence bounds (Q2241488) (← links)
• Bayesian inference for generalized linear model with linear inequality constraints (Q2242154) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Rank-based methods for modeling dependence between loss triangles (Q2356636) (← links)
• Confidence estimation via the parametric bootstrap in logistic joinpoint regression (Q2390475) (← links)
• Modeling heaped duration data: an application to neonatal mortality (Q2399549) (← links)
• A note on bootstrap confidence intervals for proportions (Q2439643) (← links)
• Modeling association between DNA copy number and gene expression with constrained piecewise linear regression splines (Q2443145) (← links)
• Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)