Bootstrapping in non-regular smooth function models

DOI10.1016/j.jmva.2012.04.016zbMath1281.62112OpenAlexW2065954363MaRDI QIDQ444959

Mihai C. Giurcanu

Publication date: 24 August 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.04.016

zbMATH Keywords

confidence intervals\(m\)-out-of-\(n\) bootstrapnon-regular estimatorsoracle bootstrapsmooth function modelstandard bootstrap

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Oracle M‐Estimation for Time Series Models ⋮ Bootstrap inference for a class of non-regular estimators ⋮ Inference on functionals under first order degeneracy ⋮ Bootstrapping Lasso-type estimators in regression models

Uses Software

• R
• emplik
• bootlib

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Empirical likelihood ratio confidence regions
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• Theoretical comparison of bootstrap confidence intervals
• Some asymptotic theory for the bootstrap
• On the validity of the formal Edgeworth expansion
• Bootstrap methods: another look at the jackknife
• Resampling: consistency of substitution estimators
• Diagnosing bootstrap success
• A note on methods of restoring consistency to the bootstrap
• On bootstrap resampling and iteration
• Prepivoting to reduce level error of confidence sets
• Asymptotic Statistics
• Intentionally Biased Bootstrap Methods
• Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
• Bootstrap Sample Size in Nonregular Cases
• The bootstrap and Edgeworth expansion
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