The estimating function bootstrap
By Feifang Hu, John D. Kalbfleisch. 2000
96 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/657801b49efb851a70bbe4cbe7fa232226d3c786
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
- Claudia Czado
- Morten Ørregaard Nielsen
- James G. MacKinnon
- Matthew D. Webb
- Annie Qu
- D. Roodman
- Harry Joe
- Bruce G. Lindsay
Citations in the corpus
- Bootstrap Tests for Regression Models (2009, unknown): “often superior, in terms of accuracy and computational cost, to standard bootstrap methods; see Hu and Kalbfleisch (2000). There is, however, an important restriction on the availability of the estimating function bootstrap; the data must be independently distributed.”
- Bootstrap Methods in Econometrics (2006, unknown): “Some interesting ones that potentially have econometric applications are discussed in Davison, Hinkley, and Young (2003), Hu and Kalbfleisch (2000), Lahiri (2003), Lele (2003), and Shao (2003).”
- Fast and wild: Bootstrap inference in Stata using boottest (2018, background): “Hu and Zidek (1995) and Hu and Kalbfleisch (2000) showed how to apply the pairs bootstrap to scores. Kline and Santos (2012) applied the wild bootstrap instead, producing what they dub the score bootstrap.”
- A Score Based Approach to Wild Bootstrap Inference (2012, unknown): “n i i s In the linear model, this procedure corresponds to that of Hu and Zidek (1995). For nonlinear problems, Hu and Kalbfleisch (2000) propose a closely related approach that additionally resamples the Hessian.”
- Inference Functions and Quadratic Score Tests (2003, methodology): “That is, a bootstrap resampling strategy (Efron, 1987; Hall and Horowitz, 1996; Hu and Kalbfleisch, 2000) can be a simple and effective way to achieve higherorder accuracy for test size, and it works effectively for relatively small sample sizes in our case.”
- Pair Copula Constructions for Multivariate Discrete Data (2012, methodology): “However, there is also strong theoretical justification for using methods such as the jackknife (Joe 1997) or bootstrap (Hu and Kalbfleisch 2000) to estimate V .”