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  • Search: subject:"likelihood-based bootstrap condence set"
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Year of publication
Subject
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Gaussian approximation 1 Pinsker's inequality 1 likelihood-based bootstrap condence set 1 misspecied model 1 multiplier bootstrap 1 nite sample size 1 weighted bootstrap 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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Spokoiny, Vladimir 1 Zhilova, Mayya 1
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
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SFB 649 Discussion Papers 1
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Bootstrap confidence sets under model misspecification
Spokoiny, Vladimir; Zhilova, Mayya - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
A multiplier bootstrap procedure for construction of likelihood-based condence sets is considered for nite samples and a possible model misspecication. Theoretical results justify the bootstrap consistency for a small or moderate sample size and allow to control the impact of the parameter...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011075766
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