Ebook: When Does Bootstrap Work?: Asymptotic Results and Simulations

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Content:
Front Matter....Pages N2-vi
Introduction....Pages 1-7
Bootstrap and asymptotic normality....Pages 9-30
An example where bootstrap fails: Comparing nonparametric versus parametric regression fits....Pages 31-45
A bootstrap success story: Using nonparametric density estimates in k — sample problems....Pages 46-60
A bootstrap test on the number of modes of a density....Pages 61-85
Higher — order accuracy of bootstrap for smooth functionals....Pages 86-105
Bootstrapping linear models....Pages 106-117
Bootstrapping robust regression....Pages 118-136
Bootstrap and wild bootstrap for high — dimensional linear random design models....Pages 137-182
References....Pages 183-196
Back Matter....Pages 197-201

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Content:
Front Matter....Pages N2-vi
Introduction....Pages 1-7
Bootstrap and asymptotic normality....Pages 9-30
An example where bootstrap fails: Comparing nonparametric versus parametric regression fits....Pages 31-45
A bootstrap success story: Using nonparametric density estimates in k — sample problems....Pages 46-60
A bootstrap test on the number of modes of a density....Pages 61-85
Higher — order accuracy of bootstrap for smooth functionals....Pages 86-105
Bootstrapping linear models....Pages 106-117
Bootstrapping robust regression....Pages 118-136
Bootstrap and wild bootstrap for high — dimensional linear random design models....Pages 137-182
References....Pages 183-196
Back Matter....Pages 197-201
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