Bootstrap confidence sets under model misspecification
Year of publication: |
2014
|
---|---|
Authors: | Spokoiny, Vladimir ; Zhilova, Mayya |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | likelihood-based bootstrap con dence set | misspecified model | finite sample size | multiplier bootstrap | weighted bootstrap | Gaussian approximation | Pinsker's inequality |
Series: | SFB 649 Discussion Paper ; 2014-067 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 807115428 [GVK] hdl:10419/107907 [Handle] |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
Bootstrap confidence sets under model misspecification
Spokojnyj, Vladimir G., (2014)
-
Bootstrap confidence sets under model misspecification
Spokoiny, Vladimir, (2014)
-
Simultaneous likelihood-based bootstrap confidence sets for a large number of models
Zhilova, Mayya, (2015)
- More ...
-
Bootstrap confidence sets under model misspecification
Spokoiny, Vladimir, (2014)
-
Sharp deviation bounds for quadratic forms
Spokoiny, Vladimir, (2013)
-
Bootstrap confidence sets under model misspecification
Spokojnyj, Vladimir G., (2014)
- More ...