An exact iterated bootstrap algorithm for small-sample bias reduction
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- P. Hall & B. Presnell, 1999. "Intentionally biased bootstrap methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 143-158.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dimitris Bertsimas & Bradley Sturt, 2020. "Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms," Operations Research, INFORMS, vol. 68(3), pages 949-964, May.
- Davidson, Russell, 2017.
"A discrete model for bootstrap iteration,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
- Song, Ma-Lin & Zhang, Lin-Ling & Liu, Wei & Fisher, Ron, 2013. "Bootstrap-DEA analysis of BRICS’ energy efficiency based on small sample data," Applied Energy, Elsevier, vol. 112(C), pages 1049-1055.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- repec:cep:stiecm:/2014/572 is not listed on IDEAS
- Hassan Doosti & Peter Hall, 2016. "Making a non-parametric density estimator more attractive, and more accurate, by data perturbation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(2), pages 445-462, March.
- Bravo, Francesco & Crudu, Federico, 2012.
"Efficient bootstrap with weakly dependent processes,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
- Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
- Lorenzo Camponovo & Taisuke Otsu, 2015.
"Robustness of Bootstrap in Instrumental Variable Regression,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers 1796, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 58185, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series 572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
- F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York.
- Cristian Roner & Claudia Di Caterina & Davide Ferrari, 2021. "Exponential Tilting for Zero-inflated Interval Regression with Applications to Cyber Security Survey Data," BEMPS - Bozen Economics & Management Paper Series BEMPS85, Faculty of Economics and Management at the Free University of Bozen.
- Hazelton, Martin L. & Turlach, Berwin A., 2007. "Reweighted kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3057-3069, March.
- Daniel J. Henderson & Christopher F. Parmeter, 2009.
"Imposing economic constraints in nonparametric regression: survey, implementation, and extension,"
Advances in Econometrics, in: Nonparametric Econometric Methods, pages 433-469,
Emerald Group Publishing Limited.
- Henderson, Daniel J. & Parmeter, Christopher F., 2009. "Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension," IZA Discussion Papers 4103, Institute of Labor Economics (IZA).
- Francesco Bravo, "undated". "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
- Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung, 2009. "Empirical likelihood based diagnostics for heteroscedasticity in partial linear models," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3466-3477, July.
- Farzaneh Boroumand & Mohammad Taghi Shakeri & Touka Banaee & Hamidreza Pourreza & Hassan Doosti, 2021. "An Analysis of the Areas Occupied by Vessels in the Ocular Surface of Diabetic Patients: An Application of a Nonparametric Tilted Additive Model," IJERPH, MDPI, vol. 18(7), pages 1-14, April.
- Xu, Ke-Li, 2010. "Reweighted Functional Estimation Of Diffusion Models," Econometric Theory, Cambridge University Press, vol. 26(2), pages 541-563, April.
- Jing Cheng & Dylan S. Small, 2021. "Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero," Biometrics, The International Biometric Society, vol. 77(4), pages 1187-1201, December.
- Francesco Bravo, 2005. "Blockwise empirical entropy tests for time series regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 185-210, March.
- Yunyan Wang & Lixin Zhang & Mingtian Tang, 2012. "Re-weighted functional estimation of second-order diffusion processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(8), pages 1129-1151, November.
- Muhammad Hanif, 2011. "Reweighted Nadaraya-Watson estimator of scalar diffusion models by using asymmetric kernels," Far East Journal of Psychology and Business, Far East Research Centre, vol. 4(5), pages 53-69, July.
- Martyn Andrews & Obbey Elamin & Alastair R. Hall & Kostas Kyriakoulis & Matthew Sutton, 2017. "Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 23-41, March.
- Hyndman, R.J. & Yao, Q., 1998.
"Nonparametric Estimation and Symmetry Tests for Conditional Density Functions,"
Monash Econometrics and Business Statistics Working Papers
17/98, Monash University, Department of Econometrics and Business Statistics.
- Yao, Qiwei & Hyndman, Rob J., 2002. "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics 6092, London School of Economics and Political Science, LSE Library.
- Han-Ying Liang & Elias Ould Saïd, 2018. "A weighted estimator of conditional hazard rate with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 155-189, February.
- Bhattacharjee, Arnab, 2004.
"Estimation in hazard regression models under ordered departures from proportionality,"
Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October.
- Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
- Christopher Withers & Saralees Nadarajah, 2014. "Simple alternatives for Box–Cox transformations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(2), pages 297-315, February.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:36:y:2001:i:1:p:1-13. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.