The numerical bootstrap

DOI10.1214/19-AOS1812zbMath1440.62102OpenAlexW3008567073MaRDI QIDQ2176627

Jessie Li, Han Hong

Publication date: 5 May 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1581930140

zbMATH Keywords

bootstrapnumerical differentiationdirectional differentiability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

Testing for the presence of jump components in jump diffusion models

Uses Software

• qLearn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
• On the uniform asymptotic validity of subsampling and the bootstrap
• Cube root asymptotics
• Edgeworth expansions for sampling without replacement from finite populations
• Maximum score estimation of the stochastic utility model of choice
• Asymptotic properties of statistical estimators in stochastic programming
• Subsampling
• On nondifferentiable functions and the bootstrap
• Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
• An MCMC approach to classical estimation.
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
• Convolved subsampling estimation with applications to block bootstrap
• On the asymptotics of constrained \(M\)-estimation
• Weak convergence and empirical processes. With applications to statistics
• Specification tests for partially identified models defined by moment inequalities
• Inference Based on Conditional Moment Inequalities
• Inference for Optimal Dynamic Treatment Regimes Using an Adaptive m ‐Out‐of‐ n Bootstrap Scheme
• Adaptive Confidence Intervals for the Test Error in Classification
• A Perturbation Method for Inference on Regularized Regression Estimates
• Bootstrap Sample Size in Nonregular Cases
• Inference for subvectors and other functions of partially identified parameters in moment inequality models
• Inference on Directionally Differentiable Functions
• Bootstrap‐Based Inference for Cube Root Asymptotics
• Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
• Optimal Structural Nested Models for Optimal Sequential Decisions
• On the Bootstrap of the Maximum Score Estimator

This page was built for publication: The numerical bootstrap