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One of the most commonly used methods for forming confidence intervals for statistical inference is the empirical bootstrap, which is especially expedient when the limiting distribution of the estimator is unknown.
Some asymptotic theory for the bootstrap
Peter J. Bickel and David A. Freedman · 1981
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On the asymptotic accuracy of efron’s bootstrap
Kesar Singh · 1981
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Bootstrapping regression models with many parameters
Peter J Bickel and David A Freedman · 1983
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Rudolf Beran, Muni S Srivastava, et al · 1985
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Jackknife, bootstrap and other resampling methods in regression analysis
Chien-Fu Jeff Wu et al · 1986
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Asymptotics with increasing dimension for robust regression with applications to the bootstrap
Enno Mammen · 1989
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Best constants in martingale version of rosenthal’s inequality
Pawel Hitczenko · 1990
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Asympotic theory for bootstrap methods in statistics
Rudolf Beran and Gilles R Ducharme · 1991
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On wielandt’s inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
Morris L Eaton and David E Tyler · 1991
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Bootstrap methods: another look at the jackknife
Bradley Efron · 1992
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Stacked generalization
David H. Wolpert · 1992
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U-processes indexed by vapnik-červonenkis classes of functions with applications to asymptotics and bootstrap of u-statistics with estimated parameters
Miguel A Arcones and Evarist Giné · 1994
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Large sample confidence regions based on subsamples under minimal assumptions
Dimitris N Politis and Joseph P Romano · 1994
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Stacked regressions
Leo Breiman · 1996
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Bootstrap methods and their application
Anthony Christopher Davison and David Victor Hinkley · 1997
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An introduction to the bootstrap
Roger W Johnson · 2001
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Bayesian bootstraps for u-processes, hypothesis tests and convergence of dirichlet u-processes
Dixin Zhang · 2001
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Generalized bootstrap for estimating equations
Snigdhansu Chatterjee, Arup Bose, et al · 2005
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A generalization of the lindeberg principle
Sourav Chatterjee et al · 2006
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Super learner
J. van der Laan Mark, Polley Eric C, and Hubbard Alan E · 2007
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Bootstrapping lasso estimators
Arindam Chatterjee and Soumendra Nath Lahiri · 2011
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A kernel two-sample test
Arthur Gretton, Karsten M Borgwardt, Malte J Rasch, Bernhard Schölkopf, and Alexander Smola · 2012
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Non-asymptotic confidence bounds for the optimal value of a stochastic program
Vincent Guigues, Anatoli Juditsky, and Arkadi Nemirovski · 2017
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Inference on auctions with weak assumptions on information
Vasilis Syrgkanis, Elie Tamer, and Juba Ziani · 2017
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Gaussian and bootstrap approximations for high-dimensional u-statistics and their applications
Xiaohui Chen et al · 2018
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Can we trust the bootstrap in high-dimensions? the case of linear models
Noureddine El Karoui and Elizabeth Purdom · 2018
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On gaussian comparison inequality and its application to spectral analysis of large random matrices
Fang Han, Sheng Xu, Wen-Xin Zhou, et al · 2018
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When does bootstrap work?: asymptotic results and simulations
Enno Mammen · 2012
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Convergence of probability measures
Patrick Billingsley · 2013
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Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
Victor Chernozhukov, Denis Chetverikov, Kengo Kato, et al · 2013
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The bootstrap and Edgeworth expansion
Peter Hall · 2013
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Uniform post-selection inference for least absolute deviation regression and other z-estimation problems
Alexandre Belloni, Victor Chernozhukov, and Kengo Kato · 2015
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Bootstrap confidence sets under model misspecification
Vladimir Spokoiny, Mayya Zhilova, et al · 2015
Cited alongside, same era.
Pca in high dimensions: An orientation
Iain M Johnstone and Debashis Paul · 2018
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Improved central limit theorem and bootstrap approximations in high dimensions
Victor Chernozhukov, Denis Chetverikov, Kengo Kato, and Yuta Koike · 2019
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The non-parametric bootstrap and spectral analysis in moderate and high-dimension
Noureddine El Karoui and Elizabeth Purdom · 2019
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Miles E Lopes, N Benjamin Erichson, and Michael W Mahoney · 2019
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Learning deep kernels for exponential family densities
Li Wenliang, Dougal Sutherland, Heiko Strathmann, and Arthur Gretton · 2019
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Bootstrap-based inference for cube root asymptotics
Matias D Cattaneo, Michael Jansson, and Kenichi Nagasawa · 2020
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Robust inference via multiplier bootstrap
Xi Chen, Wen-Xin Zhou, et al · 2020
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Slightly conservative bootstrap for maxima of sums
Hang Deng · 2020
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Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
Yuta Koike · 2020
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Learning deep kernels for non-parametric two-sample tests
Feng Liu, Wenkai Xu, Jie Lu, Guangquan Zhang, Arthur Gretton, and Dougal J Sutherland · 2020
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Miles E Lopes · 2020
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