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We develop and analyze the HulC, an intuitive and general method for constructing confidence sets using the convex hull of estimates constructed from subsets of the data.
Gaussian mixture clustering using relative tests of fit
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Some numerical comparisons of several approximations to the binomial distribution
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The Berry-Esseen bound for minimum contrast estimates
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On median unbiased estimates
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Median-unbiased most acceptable estimates of Poisson, binomial and negative-binomial distributions
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A complete class theorem for strict monotone likelihood ratio with applications
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On optimal median unbiased estimators in the presence of nuisance parameters
Pfanzagl, J. (1979) · 1979
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The asymptotic behavior of monotone regression estimates
Wright, F. T. (1981) · 1981
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On adaptive estimation
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Transformation theory: how normal is a family of distributions?
Efron, B. (1982) · 1982
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Loh, W.-Y. (1984) · 1984
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Best median-unbiased estimation in linear regression with bounded asymmetric loss functions
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Bootstrap of the mean in the infinite variance case
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Theoretical comparison of bootstrap confidence intervals
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Median unbiased estimation for binary data
Hirji, K. F., Tsiatis, A. A., and Mehta, C. R. (1989) · 1989
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On the bootstrap of the sample mean in the infinite variance case
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The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
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The bootstrap and Edgeworth expansion
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Bootstrap, wild bootstrap, and asymptotic normality
Mammen, E. (1992) · 1992
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Efficient and adaptive estimation for semiparametric models
Bickel, P. J., Klaassen, C. A. J., Ritov, Y., and Wellner, J. A. (1993) · 1993
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On nondifferentiable functions and the bootstrap
Dümbgen, L. (1993) · 1993
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Bias reduction of maximum likelihood estimates
Firth, D. (1993) · 1993
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Parametric statistical theory
Pfanzagl, J. (1994) · 1994
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The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions
Hamza, K. (1995) · 1995
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The jackknife and bootstrap
Shao, J. and Tu, D. S. (1995) · 1995
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Asymptotic size and a problem with subsampling and with the m m out of n n bootstrap
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t t -statistic based correlation and heterogeneity robust inference
Ibragimov, R. and Müller, U. K. (2010) · 2010
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Koltchinskii, V. (2020) · 2011
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Berry-Esseen type bounds in heteroscedastic semi-parametric model
Zhang, J.-J. and Liang, H.-Y. (2011) · 2011
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Concentration inequalities for order statistics
Boucheron, S. and Thomas, M. (2012) · 2012
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Nearly optimal central limit theorem and bootstrap approximations in high dimensions
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A Berry-Esséen bound for M M -estimators
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Simulation methods for mean and median bias reduction in parametric estimation
Cabrera, J. and Watson, G. (1997) · 1997
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Estimation of integral functionals of a density and its derivatives
Laurent, B. (1997) · 1997
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Self-normalized large deviations
Shao, Q.-M. (1997) · 1997
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Exact confidence intervals in regression problems with independent symmetric errors
Hartigan, J. A. (1970) · 1998
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Limiting distributions for L 1 L_{1} regression estimators under general conditions
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Impossibility results for nondifferentiable functionals
Hirano, K. and Porter, J. R. (2012) · 2012
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Tight lower bound on the probability of a binomial exceeding its expectation
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Higher order bias correcting moment equation for m-estimation and its higher order efficiency
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Kenne Pagui, E. C., Salvan, A., and Sartori, N. (2017) · 2017
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Optimality of unbiased estimators: Nonasymptotic theory
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Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators
Pinelis, I. (2017) · 2017
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High-dimensional econometrics and regularized GMM
Belloni, A., Chernozhukov, V., Chetverikov, D., Hansen, C., and Kato, K. (2018) · 2018
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An elementary analysis of the probability that a binomial random variable exceeds its expectation
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Nonparametric shape-restricted regression
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Models as approximations I: consequences illustrated with linear regression
Buja, A., Brown, L., Berk, R., George, E., Pitkin, E., Traskin, M., Zhang, K., and Zhao, L. (2019) · 2019
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Inference on directionally differentiable functions
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Expected volumes of Gaussian polytopes, external angles, and multiple order statistics
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Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
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Mean and median bias reduction in generalized linear models
Kosmidis, I., Kenne Pagui, E. C., and Sartori, N. (2020) · 2020
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Universal inference
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Central Limit Theorem in high dimensions: the optimal bound on dimension growth rate
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High-dimensional central limit theorems by Stein’s method
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Estimating the probability that a given vector is in the convex hull of a random sample
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Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles
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Semiparametric efficiency in convexity constrained single index model
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Inference for local parameters in convexity constrained models
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Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression
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A cheap bootstrap method for fast inference
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Median regularity and honest inference
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Large sample confidence regions based on subsamples under minimal assumptions
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Confidence intervals for multiple isotonic regression and other monotone models
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