Browsing by Author "Zhilova, Mayya"

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2015-12-07Dissertation

Bootstrap confidence sets under model misspecification

Zhilova, Mayya

Diese Arbeit befasst sich mit einem Multiplier-Bootstrap Verfahren für die Konstruktion von Likelihood-basierten Konfidenzbereichen in zwei verschiedenen Fällen. Im ersten Fall betrachten wir das Verfahren für ein einzelnes ...
2014-11-17Buch

Bootstrap confidence setsunder modelmisspecification

Spokoiny, Vladimir; Zhilova, Mayya

A multiplier bootstrap procedure for construction of likelihood-based congidence sets is considered for ginite samples and a possible model misspecification. Theoretical results justify the bootstrap consistency for a small ...
2015-06-19Buch

Simultaneous likelihood-based bootstrap confidence sets for a large number of models

Zhilova, Mayya

The paper studies a problem of constructing simultaneous likelihood-based confidence sets. We consider a simultaneous multiplier bootstrap procedure for estimating the quantiles of the joint distribution of the likelihood ...