Bootstrap and wild bootstrap for high dimensional linear models

DOI10.1214/aos/1176349025zbMath0771.62032OpenAlexW2093272448WikidataQ56706099 ScholiaQ56706099MaRDI QIDQ2366738

Enno Mammen

Publication date: 20 September 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176349025

zbMATH Keywords

consistencyaccuracyasymptotic approachrates of convergencenormal approximationwild bootstrapleast squares estimatesdimension asymptoticsbootstrap procedures\(F\)-test statisticsdistribution of linear contrastshigh dimensional linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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