PJ Bickel, F Götze, WR van Zwet - Selected works of Willem van Zwet, 2011 - Springer
We discuss a number of resampling schemes in which m= o (n) observations are resampled. We review nonparametric bootstrap failure and give results old and new on how the m out of …
Z Fang, A Santos - The Review of Economic Studies, 2019 - academic.oup.com
This article studies an asymptotic framework for conducting inference on parameters of the form, where is a known directionally differentiable function and is estimated by. In these …
RESEARCHERS IN ECONOMETRICS sometimes view the bootstrap as a panacea for statistical inference. Indeed, it does have widespread applicability; eg, see Hall (1992), Efron …
M Sommerfeld, A Munk - Journal of the Royal Statistical Society …, 2018 - academic.oup.com
The Wasserstein distance is an attractive tool for data analysis but statistical inference is hindered by the lack of distributional limits. To overcome this obstacle, for probability …
Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning and applied mathematics. However, OT …
A dynamic treatment regime consists of a set of decision rules that dictate how to individualize treatment to patients based on available treatment and covariate history. A …
K Hirano, JR Porter - Econometrica, 2012 - Wiley Online Library
We examine challenges to estimation and inference when the objects of interest are nondifferentiable functionals of the underlying data distribution. This situation arises in a …
DWK Andrews, P Guggenberger - Econometric Theory, 2010 - cambridge.org
This paper considers inference based on a test statistic that has a limit distribution that is discontinuous in a parameter. The paper shows that subsampling and m out of n bootstrap …
S Hundrieser, M Klatt, A Munk, T Staudt - Bernoulli, 2024 - projecteuclid.org
A unifying approach to distributional limits for empirical optimal transport Page 1 Bernoulli 30(4), 2024, 2846–2877 https://doi.org/10.3150/23-BEJ1697 A unifying approach to …