On the consistency of bootstrap for matching estimators
Fuente:
arXiv
Saved in:
| Main Authors: | Lin, Ziming, Han, Fang |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Bootstrap consistency for general double/debiased machine learning estimators
by: Lin, Ziming, et al.
Published: (2026)
by: Lin, Ziming, et al.
Published: (2026)
Limit theorems of matching estimators with a fixed number of matches
by: Chen, Songliang, et al.
Published: (2024)
by: Chen, Songliang, et al.
Published: (2024)
On (in)consistency of M-estimators under contamination
by: Klooster, Jens, et al.
Published: (2025)
by: Klooster, Jens, et al.
Published: (2025)
An Introduction to Permutation Processes (version 0.5)
by: Han, Fang
Published: (2024)
by: Han, Fang
Published: (2024)
On Rosenbaum's Rank-based Matching Estimator
by: Cattaneo, Matias D., et al.
Published: (2023)
by: Cattaneo, Matias D., et al.
Published: (2023)
A sliced Wasserstein and diffusion approach to random coefficient models
by: Lim, Keunwoo, et al.
Published: (2025)
by: Lim, Keunwoo, et al.
Published: (2025)
Testing for equivalence of pre-trends in Difference-in-Differences estimation
by: Dette, Holger, et al.
Published: (2023)
by: Dette, Holger, et al.
Published: (2023)
Bias correction for Chatterjee's graph-based correlation coefficient
by: Azadkia, Mona, et al.
Published: (2025)
by: Azadkia, Mona, et al.
Published: (2025)
Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
by: Chiang, Harold D., et al.
Published: (2026)
by: Chiang, Harold D., et al.
Published: (2026)
Least squares estimation in nonstationary nonlinear cohort panels with learning from experience
by: Mayer, Alexander, et al.
Published: (2023)
by: Mayer, Alexander, et al.
Published: (2023)
Decoupling and randomization for double-indexed permutation statistics
by: Zou, Mingxuan, et al.
Published: (2026)
by: Zou, Mingxuan, et al.
Published: (2026)
Bias correction for quantile regression estimators
by: Franguridi, Grigory, et al.
Published: (2020)
by: Franguridi, Grigory, et al.
Published: (2020)
Optimal estimation for regression discontinuity design with binary outcomes
by: Ishihara, Takuya, et al.
Published: (2025)
by: Ishihara, Takuya, et al.
Published: (2025)
Data-driven fixed-point tuning for truncated realized variations
by: Boniece, B. Cooper, et al.
Published: (2023)
by: Boniece, B. Cooper, et al.
Published: (2023)
Why you should also use OLS estimation of tail exponents
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)
by: Santos, Thiago Trafane Oliveira, et al.
Published: (2024)
Introducing the b-value: combining unbiased and biased estimators from a sensitivity analysis perspective
by: Lin, Zhexiao, et al.
Published: (2026)
by: Lin, Zhexiao, et al.
Published: (2026)
Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
by: Boniece, B. Cooper, et al.
Published: (2022)
by: Boniece, B. Cooper, et al.
Published: (2022)
On the modelling and prediction of high-dimensional functional time series
by: Chang, Jinyuan, et al.
Published: (2024)
by: Chang, Jinyuan, et al.
Published: (2024)
On Robust Empirical Likelihood for Nonparametric Regression with Application to Regression Discontinuity Designs
by: Fang, Qin, et al.
Published: (2025)
by: Fang, Qin, et al.
Published: (2025)
Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)
by: Chen, Bin, et al.
Published: (2024)
Unifying regression-based and design-based causal inference in time-series experiments
by: Lin, Zhexiao, et al.
Published: (2025)
by: Lin, Zhexiao, et al.
Published: (2025)
Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)
by: Han, Yuefeng, et al.
Published: (2025)
Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)
by: Chen, Elynn, et al.
Published: (2025)
Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
by: Gu, Yujia, et al.
Published: (2025)
by: Gu, Yujia, et al.
Published: (2025)
Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
by: Zhao, Sihui, et al.
Published: (2024)
by: Zhao, Sihui, et al.
Published: (2024)
Convolution-t Distributions
by: Hansen, Peter Reinhard, et al.
Published: (2024)
by: Hansen, Peter Reinhard, et al.
Published: (2024)
Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
by: Krabbe, Frederik
Published: (2024)
by: Krabbe, Frederik
Published: (2024)
A nonparametric test for diurnal variation in spot correlation processes
by: Christensen, Kim, et al.
Published: (2024)
by: Christensen, Kim, et al.
Published: (2024)
Expected Kullback-Leibler-based characterizations of score-driven updates
by: de Punder, Ramon, et al.
Published: (2024)
by: de Punder, Ramon, et al.
Published: (2024)
Estimation with Pairwise Observations
by: Chan, Felix, et al.
Published: (2024)
by: Chan, Felix, et al.
Published: (2024)
Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
by: Kock, Anders Bredahl, et al.
Published: (2024)
by: Kock, Anders Bredahl, et al.
Published: (2024)
Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach
by: Yang, Xuanling, et al.
Published: (2024)
by: Yang, Xuanling, et al.
Published: (2024)
Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
by: Cattaneo, Matias D., et al.
Published: (2024)
by: Cattaneo, Matias D., et al.
Published: (2024)
Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)
by: Kono, Haruki
Published: (2024)
A Combinatorial Central Limit Theorem for Stratified Randomization
by: Tuvaandorj, Purevdorj
Published: (2024)
by: Tuvaandorj, Purevdorj
Published: (2024)
Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
by: Lee, Adam
Published: (2024)
by: Lee, Adam
Published: (2024)
A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
by: Bucci, Andrea
Published: (2024)
by: Bucci, Andrea
Published: (2024)
On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included
by: Xu, Wenchao, et al.
Published: (2024)
by: Xu, Wenchao, et al.
Published: (2024)
Convolution Mode Regression
by: Finn, Eduardo Schirmer, et al.
Published: (2024)
by: Finn, Eduardo Schirmer, et al.
Published: (2024)
Testing Goodness-of-Fit for Conditional Distributions: A New Perspective based on Principal Component Analysis
by: Rui, Cui, et al.
Published: (2024)
by: Rui, Cui, et al.
Published: (2024)
Similar Items
-
Bootstrap consistency for general double/debiased machine learning estimators
by: Lin, Ziming, et al.
Published: (2026) -
Limit theorems of matching estimators with a fixed number of matches
by: Chen, Songliang, et al.
Published: (2024) -
On (in)consistency of M-estimators under contamination
by: Klooster, Jens, et al.
Published: (2025) -
An Introduction to Permutation Processes (version 0.5)
by: Han, Fang
Published: (2024) -
On Rosenbaum's Rank-based Matching Estimator
by: Cattaneo, Matias D., et al.
Published: (2023)