The numerical bootstrap
From MaRDI portal
Recommendations
- Recent developments in bootstrap methodology
- Bootstrap-based inference for cube root asymptotics
- scientific article; zbMATH DE number 4018126
- The bootstrap: Some large sample theory and connections with robustness
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
Cites work
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A perturbation method for inference on regularized regression estimates
- Adaptive confidence intervals for the test error in classification
- An MCMC approach to classical estimation.
- Asymptotic properties of statistical estimators in stochastic programming
- Bootstrap Sample Size in Nonregular Cases
- Bootstrap-based inference for cube root asymptotics
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
- Convolved subsampling estimation with applications to block bootstrap
- Cube root asymptotics
- Edgeworth expansions for sampling without replacement from finite populations
- Inference based on conditional moment inequalities
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme
- Inference for parameters defined by moment inequalities using generalized moment selection
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- Inference on directionally differentiable functions
- Maximum score estimation of the stochastic utility model of choice
- On nondifferentiable functions and the bootstrap
- On the Bootstrap of the Maximum Score Estimator
- On the asymptotics of constrained \(M\)-estimation
- On the uniform asymptotic validity of subsampling and the bootstrap
- Optimal Structural Nested Models for Optimal Sequential Decisions
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
- Specification tests for partially identified models defined by moment inequalities
- Subsampling
- Weak convergence and empirical processes. With applications to statistics
Cited in
(8)- Numerical bootstrap in quantum mechanics
- The numerical performance of fast bootstrap procedures
- Multiplier subsample bootstrap for statistics of time series
- Robust inference for moment condition models without rational expectations
- Bootstrap-assisted inference for generalized Grenander-type estimators
- Confidence intervals in monotone regression
- Testing for the presence of jump components in jump diffusion models
- Bootstrap-based inference for cube root asymptotics
This page was built for publication: The numerical bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2176627)
