On the uniform asymptotic validity of subsampling and the bootstrap

DOI10.1214/12-AOS1051zbMath1373.62185arXiv1204.2762MaRDI QIDQ741807

Azeem M. Shaikh, Joseph P. Romano

Publication date: 15 September 2014

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

Full work available at URL: https://arxiv.org/abs/1204.2762

zbMATH Keywords

bootstrapuniformitymoment inequalitiesempirical processmultiple testingsubsampling\(U\)-statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (18)

Randomization Tests in Observational Studies With Staggered Adoption of Treatment ⋮ A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models ⋮ CLT For U-statistics With Growing Dimension ⋮ Multivariate and multiple permutation tests ⋮ The numerical bootstrap ⋮ Optimal subsampling for large‐sample quantile regression with massive data ⋮ Uniform inference for value functions ⋮ Likelihood inference in some finite mixture models ⋮ A geometric approach to inference in set-identified entry games ⋮ Generic results for establishing the asymptotic size of confidence sets and tests ⋮ Controlling the size of autocorrelation robust tests ⋮ Refinements of the Kiefer-Wolfowitz theorem and a test of concavity ⋮ Confidence sets for persistence diagrams ⋮ The numerical delta method ⋮ On the uniform asymptotic validity of subsampling and the bootstrap ⋮ Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models ⋮ Instrumental variables and the sign of the average treatment effect ⋮ Asymptotically exact inference in conditional moment inequality~models

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