Generalised bootstrap in non-regular M-estimation problems

DOI10.1016/S0167-7152(01)00161-4zbMath0998.62023OpenAlexW2141922721MaRDI QIDQ1612938

Arup Bose, Snigdhansu Chatterjee

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00161-4

zbMATH Keywords

convex functionasymptotic distributionsjackknifebootstrap propertiesnonregular M estimates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)

Related Items (12)

THE BOOTSTRAP IN THRESHOLD REGRESSION ⋮ Bootstrap confidence regions based on M-estimators under nonstandard conditions ⋮ Bootstrapping a change-point Cox model for survival data ⋮ Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models ⋮ General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters ⋮ Generalized bootstrap for estimators of minimizers of convex functions ⋮ Change-point in stochastic design regression and the bootstrap ⋮ General \(M\)-estimation and its bootstrap ⋮ Some results on the convergence of conditional distributions ⋮ LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES ⋮ Multiplier \(U\)-processes: sharp bounds and applications ⋮ \(L_{1}\) regression estimate and its bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bootstrapping sample quantiles in non-regular cases
• Concavity and estimation
• On the asymptotic properties of the jackknife histogram
• Asymptotics for \(M\)-estimators defined by convex minimization
• Some results on the influence of extremes on the bootstrap
• Convex analysis and measurable multifunctions
• Bootstrap methods: another look at the jackknife
• On the bootstrap of the sample mean in the infinite variance case
• Exchangeably weighted bootstraps of the general empirical process
• Confidence intervals for endpoints of a c.d.f. via bootstrap
• Bahadur representation of \(M_m\) estimates
• Limiting distributions for \(L_1\) regression estimators under general conditions
• A zero-one law approach to the central limit theorem for the weighted bootstrap mean

This page was built for publication: Generalised bootstrap in non-regular M-estimation problems