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Intentionally biased bootstrap methods

Citations

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Cited by:

  1. Giurcanu, Mihai C., 2012. "Bootstrapping in non-regular smooth function models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 78-93.
  2. Hazelton, Martin L. & Turlach, Berwin A., 2007. "Reweighted kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3057-3069, March.
  3. Daniel J. Henderson & Christopher F. Parmeter, 2009. "Imposing economic constraints in nonparametric regression: survey, implementation, and extension," Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469, Emerald Group Publishing Limited.
  4. 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.
  5. Xu, Ke-Li, 2010. "Reweighted Functional Estimation Of Diffusion Models," Econometric Theory, Cambridge University Press, vol. 26(2), pages 541-563, April.
  6. Han-Ying Liang & Elias Ould Saïd, 2018. "A weighted estimator of conditional hazard rate with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 155-189, February.
  7. Farzaneh Boroumand & Mohammad Taghi Shakeri & Touka Banaee & Hamidreza Pourreza & Hassan Doosti, 2021. "An Analysis of the Areas Occupied by Vessels in the Ocular Surface of Diabetic Patients: An Application of a Nonparametric Tilted Additive Model," IJERPH, MDPI, vol. 18(7), pages 1-14, April.
  8. 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.
  9. Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton, 2017. "Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 23-41, March.
  10. Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
  11. Hazelton, Martin L., 2007. "Bias reduction in kernel binary regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4393-4402, May.
  12. Jing Cheng & Dylan S. Small, 2021. "Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero," Biometrics, The International Biometric Society, vol. 77(4), pages 1187-1201, December.
  13. Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
  14. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
  15. Mihai Giurcanu & Brett Presnell, 2018. "Bootstrap inference for misspecified moment condition models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 605-630, June.
  16. Cai, Zongwu, 2001. "Weighted Nadaraya-Watson regression estimation," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 307-318, February.
  17. Hassan Doosti & Peter Hall, 2016. "Making a non-parametric density estimator more attractive, and more accurate, by data perturbation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 445-462, March.
  18. repec:cep:stiecm:/2014/572 is not listed on IDEAS
  19. Francesco Bravo, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
  20. 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.
  21. Wei Liu & Li Yang & Bo Yu, 2022. "Kernel density estimation based distributionally robust mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 84(4), pages 1053-1077, December.
  22. Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
  23. Ke-Li Xu & Peter C. B. Phillips, 2011. "Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 518-528, October.
  24. Hyndman, R.J. & Yao, Q., 1998. "Nonparametric Estimation and Symmetry Tests for Conditional Density Functions," Monash Econometrics and Business Statistics Working Papers 17/98, Monash University, Department of Econometrics and Business Statistics.
  25. F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
  26. Rami V. Tabri & Christopher D. Walker, 2020. "Inference for Moment Inequalities: A Constrained Moment Selection Procedure," Papers 2008.09021, arXiv.org, revised Aug 2020.
  27. 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.
  28. Muhammad Hanif, 2011. "Reweighted Nadaraya-Watson estimator of scalar diffusion models by using asymmetric kernels," Far East Journal of Psychology and Business, Far East Research Centre, vol. 4(5), pages 53-69, July.
  29. Marc G. Genton & Peter Hall, 2016. "A tilting approach to ranking influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 77-97, January.
  30. 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.
  31. Han-Ying Liang, 2012. "Weighted nonparametric regression estimation with truncated and dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(4), pages 1051-1073, December.
  32. Cristian Roner & Claudia Di Caterina & Davide Ferrari, 2021. "Exponential Tilting for Zero-inflated Interval Regression with Applications to Cyber Security Survey Data," BEMPS - Bozen Economics & Management Paper Series BEMPS85, Faculty of Economics and Management at the Free University of Bozen.
  33. Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics 0503021, University Library of Munich, Germany.
  34. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  35. 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.
  36. repec:pdn:ciepap:104 is not listed on IDEAS
  37. Yunyan Wang & Lixin Zhang & Mingtian Tang, 2012. "Re-weighted functional estimation of second-order diffusion processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(8), pages 1129-1151, November.
  38. Mihai C. Giurcanu, 2017. "Oracle M-Estimation for Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 479-504, May.
  39. Christopher Withers & Saralees Nadarajah, 2014. "Simple alternatives for Box–Cox transformations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(2), pages 297-315, February.
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