Bootstrapping with auxiliary information

DOI10.2307/3315636zbMath0941.62052OpenAlexW1970192248MaRDI QIDQ4267406

Biao Zhang

Publication date: 10 August 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315636

zbMATH Keywords

weak convergenceGaussian processBrownian bridgeempirical processempirical likelihoodconfidence bandKolmogorov testMonte Carlo studies

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Bootstrap inference for misspecified moment condition models ⋮ Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics ⋮ A simplified approach to computing efficiency bounds in semiparametric models

Cites Work

• Empirical likelihood ratio confidence regions
• Some asymptotic theory for the bootstrap
• Empirical likelihood for linear models
• Bootstrap methods: another look at the jackknife
• Empirical likelihood and general estimating equations
• Estimating a distribution function in the presence of auxiliary information
• Methodology and Algorithms of Empirical Likelihood
• Confidence Bands for a Distribution Function Using the Bootstrap
• Conditional bootstrap methods in the mean-shift model
• Empirical likelihood ratio confidence intervals for a single functional
• Saddlepoint approximations in resampling methods

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