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Intentionally biased bootstrap methods

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  • P. Hall
  • B. Presnell
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    File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9868.00168
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    Bibliographic Info

    Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society (Series B): Statistical Methodology.

    Volume (Year): 61 (1999)
    Issue (Month): 1 ()
    Pages: 143-158

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    Handle: RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158

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    Cited by:
    1. Rodney Wolff & Qiwei Yao & Howell Tong, 2003. "Statistical Tests for Lyapunov Exponents of Deterministic Systems," School of Economics and Finance Discussion Papers and Working Papers Series 167, School of Economics and Finance, Queensland University of Technology.
    2. Xu, Ke-Li & Phillips, Peter C. B., 2011. "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 518-528.
    3. G. Alastair Young, 2003. "Better bootstrapping by constrained prepivoting," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 227-242.
    4. Cai, Zongwu, 2001. "Weighted Nadaraya-Watson regression estimation," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 307-318, February.
    5. Hazelton, Martin L. & Turlach, Berwin A., 2007. "Reweighted kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3057-3069, March.
    6. Y.F. Chan, Kenny & M.S. Lee, Stephen, 2001. "An exact iterated bootstrap algorithm for small-sample bias reduction," Computational Statistics & Data Analysis, Elsevier, vol. 36(1), pages 1-13, March.
    7. Xu, Ke-Li, 2010. "Reweighted Functional Estimation Of Diffusion Models," Econometric Theory, Cambridge University Press, vol. 26(02), pages 541-563, April.
    8. Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics 0503021, EconWPA.
    9. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
    10. Peter C.B. Phillips & Ke-Li Xu, 2007. "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers 1612, Cowles Foundation for Research in Economics, Yale University, revised Jul 2010.
    11. Bhattacharjee, Arnab, 2004. "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
    12. Hall, Peter & Turlach, Berwin A., 1999. "Reducing bias in curve estimation by use of weights," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 67-86, March.
    13. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
    14. Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung, 2009. "Empirical likelihood based diagnostics for heteroscedasticity in partial linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3466-3477, July.
    15. Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute for the Study of Labor (IZA).
    16. Hazelton, Martin L., 2007. "Bias reduction in kernel binary regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4393-4402, May.

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