Bootstrap model selection for possibly dependent and heterogeneous data

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 3, 2010, Pages 515-546

  Sancetta, Alessio ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Complexity regularization; Random penalty; Wild bootstrap

Indexed keywords

BOOTSTRAP MODEL; ESTIMATION ERRORS; HETEROGENEOUS DATA; MODEL SELECTION; SIMULATION STUDIES; TARGET FUNCTIONS; WILD BOOTSTRAP;

EID: 77950690833     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-008-0183-3     Document Type: Article

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