Diagnosing Bootstrap Success
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gelfand, Alan E. & Dey, Dipak K., 1988. "Improved estimation of the disturbance variance in a linear regression model," Journal of Econometrics, Elsevier, vol. 39(3), pages 387-395, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Giurcanu, Mihai C., 2012. "Bootstrapping in non-regular smooth function models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 78-93.
- Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
- Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, pages 421-441.
- Pötscher, Benedikt M. & Leeb, Hannes, 2009.
"On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding,"
Journal of Multivariate Analysis,
Elsevier, vol. 100(9), pages 2065-2082, October.
- Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
- Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
- Arnold Janssen, 2005. "Resampling student'st-type statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 507-529, September.
- Moreira, Marcelo J. & Mourão, Rafael & Moreira, Humberto Ataíde, 2016.
"A critical value function approach, with an application to persistent time-series,"
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE)
778, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Marcelo Moreira & Rafael Mourão & Humberto Moreira, 2016. "A critical value function approach, with an application to persistent time-series," CeMMAP working papers CWP24/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wang, Weizhen, 2013. "A note on bootstrap confidence intervals for proportions," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2699-2702.
More about this item
KeywordsBootstrap convergence; local asymptotic equivariance; local asymptotic sufficiency; asymptotic independence; superefficiency points; convolution theorem;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:49:y:1997:i:1:p:1-24. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
We have no references for this item. You can help adding them by using this form .