Bootstrapping with auxiliary information
From MaRDI portal
Publication:4267406
DOI10.2307/3315636zbMath0941.62052OpenAlexW1970192248MaRDI QIDQ4267406
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
weak convergenceGaussian processBrownian bridgeempirical processempirical likelihoodconfidence bandKolmogorov testMonte Carlo studies
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
This page was built for publication: Bootstrapping with auxiliary information
