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math.ST2023
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa
Westling and Carone (2020) proposed a framework for studying the large sample distributional properties of generalized Grenander-type estimators, a versatile class of nonparametric…
math.ST2017★ 5 cited
Bootstrap-Based Inference for Cube Root Asymptotics
Matias D. Cattaneo, Michael Jansson, Kenichi Nagasawa
This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting a Chernoff (1964)-type limiting distribution. For estimators of this kind, the…