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Especially, the conditional weak limit of the nonparametric bootstrap is shown not to exist. By comparing with two other boundaries in the literature, we show the fact that the threshold point is a boundary of the covariate that makes its bootstrap inference so different. The remedies to the bootstrap failure in the literature are summarized, and the nonparametric posterior interval is suggested by some simulation studies.\n                  <\/jats:p>","DOI":"10.1017\/s0266466614000012","type":"journal-article","created":{"date-parts":[[2014,4,1]],"date-time":"2014-04-01T08:36:59Z","timestamp":1396341419000},"page":"676-714","source":"Crossref","is-referenced-by-count":21,"title":["THE BOOTSTRAP IN THRESHOLD REGRESSION"],"prefix":"10.1017","volume":"30","author":[{"given":"Ping","family":"Yu","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2014,4,1]]},"reference":[{"key":"S0266466614000012_ref30","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176347498"},{"key":"S0266466614000012_ref59","unstructured":"Yu P. & Zhao Y. (2009) Asymptotics for Threshold Regression Under General Conditions. 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