Pages that link to "Item:Q5917652"
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The following pages link to The bootstrap and Edgeworth expansion (Q5917652):
Displaying 50 items.
- On robustness properties of bootstrap approximations (Q1314490) (← links)
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- Estimation using hybrid censored data from a two-parameter distribution with bathtub shape (Q1615119) (← links)
- Nonparametric variable selection and classification: the CATCH algorithm (Q1623399) (← links)
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Nonparametric confidence intervals for ranked set samples (Q1695439) (← links)
- Edgeworth expansions for profiles of lattice branching random walks (Q1700407) (← links)
- Bootstrap bias corrections for ensemble methods (Q1702284) (← links)
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- A modified bootstrap for branching processes with immigration (Q1890700) (← links)
- Improved confidence regions based on Edgeworth expansions (Q1927223) (← links)
- Universal sieve-based strategies for efficient estimation using machine learning tools (Q1983607) (← links)
- A note on bootstrap for Gupta's subset selection procedure (Q1987720) (← links)
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification (Q2015078) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
- Direct and approximately valid probabilistic inference on a class of statistical functionals (Q2105573) (← links)
- A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap (Q2125483) (← links)
- Statistical inference on the Hilbert sphere with application to random densities (Q2136620) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- On the validity of the formal Edgeworth expansion for posterior densities (Q2215719) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Higher-order accuracy of multiscale-double bootstrap for testing regions (Q2252895) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Nonparametric confidence regions for the central orientation of random rotations (Q2256751) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Interval estimation of the ruin probability in the classical compound Poisson risk model (Q2291329) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- A conversation with Piet Groeneboom (Q2325624) (← links)
- Bayesian estimation of the reliability characteristic of Shanker distribution (Q2338172) (← links)
- LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- Empirical likelihood for regression discontinuity design (Q2346018) (← links)
- A new test of independence for bivariate observations (Q2401357) (← links)
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test (Q2404170) (← links)
- Estimating conditional means with heavy tails (Q2406771) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- Bootstrap in semi-functional partial linear regression under dependence (Q2414880) (← links)
- Location-adjusted Wald statistics for scalar parameters (Q2419152) (← links)
- A note on bootstrap confidence intervals for proportions (Q2439643) (← links)
- Estimation of statistical binding properties of ligand population during in vitro selection based on population dynamics theory (Q2441606) (← links)
- Ordered inference using observed confidence levels (Q2445590) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Edgeworth expansions for two point estimators of the proportion of measures (Q2462096) (← links)
