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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators - MaRDI portal

Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859)

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Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
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    Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (English)
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    18 July 2016
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    asymptotic size
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    confidence set
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    finite-sample size
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    \(m\) out of \(n\) bootstrap
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    model selection
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    shrinkage estimator
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    subsample
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    subsampling
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