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Diagnosing Bootstrap Success


  • Rudolf Beran


No abstract is available for this item.

Suggested Citation

  • Rudolf Beran, 1997. "Diagnosing Bootstrap Success," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 1-24, March.
  • Handle: RePEc:spr:aistmt:v:49:y:1997:i:1:p:1-24
    DOI: 10.1023/A:1003114420352

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    Cited by:

    1. 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.
    2. Dimitri Karlis & Valentin Patilea, 2004. "Bootstrap Confidence Intervals in Mixtures of Discrete Distributions," Working Papers 2004-06, Center for Research in Economics and Statistics.
    3. Adam Chwila & Tomasz Żądło, 2020. "On the choice of the number of Monte Carlo iterations and bootstrap replicates in Empirical Best Prediction," Statistics in Transition New Series, Polish Statistical Association, vol. 21(2), pages 35-60, June.
    4. 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.
    5. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
    6. Kitagawa, Toru & Montiel Olea, José Luis & Payne, Jonathan & Velez, Amilcar, 2020. "Posterior distribution of nondifferentiable functions," Journal of Econometrics, Elsevier, vol. 217(1), pages 161-175.
    7. Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers 18-10, University of Copenhagen. Department of Economics.
    8. 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.
    9. Giurcanu, Mihai C., 2012. "Bootstrapping in non-regular smooth function models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 78-93.
    10. Yu, Ping, 2012. "Likelihood estimation and inference in threshold regression," Journal of Econometrics, Elsevier, vol. 167(1), pages 274-294.
    11. 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.
    12. Wang, Weizhen, 2013. "A note on bootstrap confidence intervals for proportions," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2699-2702.


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