When Does Bootstrap Work? von Enno Mammen | Asymptotic Results and Simulations | ISBN 9781461229506

When Does Bootstrap Work?

Asymptotic Results and Simulations

von Enno Mammen
Buchcover When Does Bootstrap Work? | Enno Mammen | EAN 9781461229506 | ISBN 1-4612-2950-2 | ISBN 978-1-4612-2950-6

When Does Bootstrap Work?

Asymptotic Results and Simulations

von Enno Mammen

Inhaltsverzeichnis

  • 0. Introduction.
  • 1. Bootstrap and Asymptotic Normality.
  • 1. Introduction.
  • 2. Bootstrapping linear functionals. The i. i. d. case.
  • 3. Bootstrapping smooth functionals.
  • 4. Bootstrap and wild bootstrap in non i. i. d. models.
  • 5. Some simulations.
  • 6. Proofs.
  • Figures.
  • 2. An Example Where Bootstrap Fails: Comparing Nonparametric Versus Parametric Regression Fits.
  • 1. A goodness-of-fit test.
  • 2. How to bootstrap. Bootstrap and wild bootstrap.
  • 3. Proofs.
  • 3. A Bootstrap Success Story: Using Nonparametric Density Estimates in K-Sample Problems.
  • 1. Bootstrap tests.
  • 2. Bootstrap confidence regions.
  • 4. A Bootstrap Test on the Number of Modes of a Density.
  • 2. The number of modes of a kernel density estimator.
  • 3. Bootstrapping the test statistic.
  • 4. Proofs.
  • 5. Higher-Order Accuracy of Bootstrap for Smooth Functionals.
  • 2. Bootstrapping smooth functionals.
  • 3. Some more simulations. Bootstrapping an M-estimate.
  • 4. Proof of the theorem.
  • 6. Bootstrapping Linear Models.
  • 1. Bootstrapping the least squares estimator.
  • 2. Bootstrapping F-tests.
  • 3. Proof of Theorem 3.
  • 7. Bootstrapping Robust Regression.
  • 2. Bootstrapping M-estimates.
  • 3. Stochastic expansions of M-estimates.
  • 8. Bootstrap and wild Bootstrap for High-Dimensional Linear Random Design Models.
  • 2. Consistency of bootstrap for linear contrasts.
  • 3. Accuracy of the bootstrap.
  • 4. Bootstrapping F-tests.
  • 5. Proofs.
  • Tables.
  • 9. References.