Spokoiny, Vladimir; Zhilova, Mayya - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
A multiplier bootstrap procedure for construction of likelihood-based condence sets is considered for nite samples and … a possible model misspecication. Theoretical results justify the bootstrap consistency for a small or moderate sample … size and allow to control the impact of the parameter dimension p: the bootstrap approximation works if p3=n is small. The …