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Bootstrap Consistency for Quadratic Form...

Pouzo, Demian...

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Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension by Pouzo, Demian ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	06-09-2023
Summary	This paper establishes consistency of the weighted bootstrap for quadratic forms $\left( n^{-1/2} \sum_{i=1}^{n} Z_{i,n} \right)^{T}\left( n^{-1/2} \sum_{i=1}^{n} Z_{i,n} \right)$ where $(Z_{i,n})_{i=1}^{n}$ are mean zero, independent $\mathbb{R}^{d}$-valued random variables and $d=d(n)$ is allowed to grow with the sample size $n$, slower than $n^{1/4}$. The proof relies on an adaptation of Lindeberg interpolation technique whereby we simplify the original problem to a Gaussian approximation problem. We apply our bootstrap results to model-specification testing problems when the number of moments is allowed to grow with the sample size.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1411.2701

Citation

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AMA 11th EditionReferences

Pouzo, Demian. Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension. Australian National University. September 06, 2023. Accessed November 11, 2024. https://online.provdatabase.com/cite/23837

APA 7th EditionReferences

Pouzo, Demian. (2023). Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension. Australian National University. https://online.provdatabase.com/cite/23837

Chicago 17th EditionReferences

Pouzo, Demian. Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension. Australian National University. 2023. https://online.provdatabase.com/cite/23837

HarvardReferences

Pouzo, Demian. (2023). Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/23837. (Accessed 11 November 2024).

Harvard AustraliaReferences

Pouzo, Demian, 2023, Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension, Australian National University, viewed 11 November 2024, <https://online.provdatabase.com/cite/23837>

MLA 9th EditionWorks Cited

Pouzo, Demian. Bootstrap Consistency for Quadratic Forms of Sample Averages with Increasing Dimension. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/23837.

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