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Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…

A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

统计理论 · 数学 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

统计方法学 · 统计学 2023-06-21 Henry Lam , Zhenyuan Liu

Practical inference procedures for quantile regression models of panel data have been a pervasive concern in empirical work, and can be especially challenging when the panel is observed over many time periods and temporal dependence needs…

计量经济学 · 经济学 2025-07-25 Antonio F. Galvao , Carlos Lamarche , Thomas Parker

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

统计方法学 · 统计学 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

统计理论 · 数学 2025-08-21 Art B. Owen

The g-formula can be used to estimate the treatment effect while accounting for confounding bias in observational studies. With regard to time-to-event endpoints, possibly subject to competing risks, the construction of valid pointwise…

统计方法学 · 统计学 2024-04-03 Jasmin Rühl , Sarah Friedrich

A regression method for proportional, or fractional, data with mixed effects is outlined, designed for analysis of datasets in which the outcomes have substantial weight at the bounds. In such cases a normal approximation is particularly…

统计方法学 · 统计学 2018-05-23 Colman Humphrey , Dan Swingley

While widely used as a general method for uncertainty quantification, the bootstrap method encounters difficulties that raise concerns about its validity in practical applications. This paper introduces a new resampling-based method, termed…

统计方法学 · 统计学 2024-08-30 Yiran Jiang , Chuanhai Liu , Heping Zhang

In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds…

统计理论 · 数学 2023-08-01 Piet Groeneboom , Geurt Jongbloed

Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…

统计方法学 · 统计学 2016-12-08 Eyal Fisher , Regev Schweiger , Saharon Rosset

We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution.…

统计理论 · 数学 2010-07-02 Sylvain Arlot , Gilles Blanchard , Etienne Roquain

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

机器学习 · 统计学 2024-02-28 Nicolai Palm , Thomas Nagler

This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…

计量经济学 · 经济学 2021-11-08 Antonio F. Galvao , Thomas Parker , Zhijie Xiao

Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…

统计理论 · 数学 2007-06-13 Riadh Kallel , Marie Cottrell , Vincent Vigneron

Bootstrap methods are increasingly accepted as one of the common approaches in constructing confidence intervals in bibliometric studies. Typical bootstrap methods assume that the statistical population is infinite. When the statistical…

应用统计 · 统计学 2018-04-17 Tina Nane , Kasper Kooijman

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

计量经济学 · 经济学 2018-09-12 Joel L. Horowitz

In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…

统计理论 · 数学 2008-12-18 Snigdhansu Chatterjee , Nitai D. Mukhopadhyay

The logistic regression analysis proposed by Schouten et al. (Stat Med. 1993;12:1733-1745) has been a standard method in current statistical analysis of case-cohort studies, and it enables effective estimation of risk ratio from selected…

统计方法学 · 统计学 2023-01-19 Hisashi Noma

The bootstrap is a versatile inference method that has proven powerful in many statistical problems. However, when applied to modern large-scale models, it could face substantial computation demand from repeated data resampling and model…

统计方法学 · 统计学 2022-02-02 Henry Lam
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