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Showing 1 to 3 of 3 for “"multiplier bootstrap"”.
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New methods for econometric inference
… values, which are based on the combination of a bootstrap procedure and new selection algorithms. These methods yield tests that have correct asymptotic size and are asymptotically nonconservative. It is also shown how to obtain an adaptive rate optimal test that has the best attainable rate of …
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High-dimensional change point detection for mean and location parameters
… the mean-shift model, we introduce a Gaussian multiplier bootstrap to calibrate critical values of the CUSUM test statistics in high dimensions. The proposed bootstrap CUSUM test is fully data-dependent and it has strong theoretical guarantees under arbitrary dependence structures and mild …
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Functional Linear Regression in High Dimensions
Functional linear regression has occupied a central position in the area of functional data analysis, and attracted substantial research attention in the past decade. With increasingly complex data of this type collected in modern experiments, we conduct further investigations in response to the …