Bootstrap and Asymptotic Refinements
Instructor: Samantha Leorato (University of Rome “Tor Vergata”)
- February 15 (11am-1pm), 20 (9-11am), 22 (11am-1pm), 27 (9-11am), 28 (11am-1pm), 29, March 5 (9-11am), 7 (11am-1pm), 9 (9-11am), 14 (11am-1pm)
History of the bootstrap. The pioneering paper by B. Efron.
The bootstrap principle.
Consistency of the bootstrap.
Remedies to inconsistency: subsampling. Double bootstrap.
Edgeworth expansions. Asymptotic refinements.
Bootstrap confidence intervals, rejection region.
The jackknife and other resampling methods.
Special issues: dependent data, kernel estimation, linear models non-smooth statistics, cube-root asymptotic statistics.