Bootstrap confidence regions based on M-estimators under nonstandard conditions
Work
Year: 2020
Type: article
Abstract: Suppose that a confidence region is desired for a subvector $\theta $ of a multidimensional parameter $\xi =(\theta ,\psi )$, based on an M-estimator $\hat{\xi }_{n}=(\hat{\theta }_{n},\hat{\psi }_{n}... more
Source: The Annals of Statistics
Authors Stephen M. S. Lee, Puyudi Yang
Institutions University of Hong Kong, University of California, Davis
Cites: 34
Cited by: 6
Related to: 10
FWCI: 0.773
Citation percentile (by year/subfield): 73.72
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze