Bootstrap confidence sets under model misspecification

1 October 2014

Papers citing "Bootstrap confidence sets under model misspecification"

17 / 17 papers shown

Title
Gaussian Approximation and Multiplier Bootstrap for Polyak-Ruppert Averaged Linear Stochastic Approximation with Applications to TD Learning S. Samsonov Eric Moulines Qi-Man Shao Zhuo-Song Zhang Alexey Naumov 99 5 0 26 May 2024
Retire: Robust Expectile Regression in High Dimensions Rebeka Man Kean Ming Tan Zian Wang Wen-Xin Zhou 68 9 0 11 Dec 2022
Improved Rates of Bootstrap Approximation for the Operator Norm: A Coordinate-Free Approach Miles E. Lopes 133 3 0 05 Aug 2022
Finite samples inference and critical dimension for stochastically linear models V. Spokoiny 68 2 0 17 Jan 2022
Bootstrapping the error of Oja's algorithm Robert Lunde Purnamrita Sarkar Rachel A. Ward 100 11 0 28 Jun 2021
Estimating the Long-Term Effects of Novel Treatments Keith Battocchi E. Dillon Maggie Hei Greg Lewis Miruna Oprescu Vasilis Syrgkanis CML 108 10 0 15 Mar 2021
Smoothed Quantile Regression with Large-Scale Inference Xuming He Xiaoou Pan Kean Ming Tan Wen-Xin Zhou 56 94 0 09 Dec 2020
Asymptotics of the Empirical Bootstrap Method Beyond Asymptotic Normality Morgane Austern Vasilis Syrgkanis 81 4 0 23 Nov 2020
Bootstrapping Upper Confidence Bound Botao Hao Yasin Abbasi-Yadkori Zheng Wen Guang Cheng 116 55 0 12 Jun 2019
Robust Inference via Multiplier Bootstrap Xi Chen Wen-Xin Zhou 65 32 0 18 Mar 2019
Instrumental variables regression Andzhey Koziuk V. Spokoiny 31 90 0 15 Jun 2018
A New Perspective on Robust $M$ -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing Wen-Xin Zhou K. Bose Jianqing Fan Han Liu 74 62 0 15 Nov 2017
Specification tests in semiparametric transformation models - a multiplier bootstrap approach Nick Kloodt N. Neumeyer 28 4 0 20 Sep 2017
Construction of Non-asymptotic Confidence Sets in 2-Wasserstein Space Johannes Ebert V. Spokoiny A. Suvorikova 49 20 0 10 Mar 2017
Bootstrap confidence sets for spectral projectors of sample covariance A. Naumov V. Spokoiny V. Ulyanov 72 38 0 02 Mar 2017
Guarding against Spurious Discoveries in High Dimensions Jianqing Fan Wen-Xin Zhou 52 18 0 05 Dec 2015
Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension Demian Pouzo 120 13 0 11 Nov 2014