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Optimal Subsampling Bootstrap for Massive Data

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Publication:6190779
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DOI10.1080/07350015.2023.2166514arXiv2302.07533OpenAlexW4315702718MaRDI QIDQ6190779

Yingying Ma, Hansheng Wang, Chenlei Leng

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.07533


zbMATH Keywords

bootstrapsubsamplingcomputational costbag of little bootstrapssubsampled double bootstrap


Mathematics Subject Classification ID

Applications of statistics to economics (62P20)




Cites Work

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  • Subsampling
  • A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
  • Weak convergence and empirical processes. With applications to statistics
  • Distributed statistical inference for massive data
  • Quantile regression under memory constraint
  • Distributed inference for quantile regression processes
  • Sample Correlation Coefficients Based on Survey Data Under Regression Imputation
  • A Scalable Bootstrap for Massive Data
  • Communication-Efficient Distributed Statistical Inference
  • More Efficient Bootstrap Computations


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