The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Self-normalization: taming a wild population in a heavy-tailed world (Q1650693) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Bounding average treatment effects: a linear programming approach (Q1667941) (← links)
- Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304) (← links)
- Subsampling for nonstationary time series with non-zero mean function (Q1687223) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- On the asymptotic distribution of (generalized) Lorenz transvariation measures (Q1701049) (← links)
- Bootstrap methods for stationary functional time series (Q1702275) (← links)
- Applications of distance correlation to time series (Q1708994) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- A smooth nonparametric approach to determining cut-points of a continuous scale (Q1727932) (← links)
- Computation of maximum likelihood estimates in cyclic structural equation models (Q1731051) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Resampling methods for estimating variance in surveys (Q1732733) (← links)
- Linear regression for uplift modeling (Q1741425) (← links)
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Attributing a probability to the shape of a probability density (Q1766129) (← links)
- Sensitivity of the bounds on the ATE in the presence of sample selection (Q1782368) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- The numerical delta method (Q1792450) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Bootstraps for time series (Q1872593) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- A multiple variance ratio test using subsampling (Q1927304) (← links)
- Dependent functional data (Q1952694) (← links)
- Using labeled data to evaluate change detectors in a multivariate streaming environment (Q1957692) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Bidding frictions in ascending auctions (Q2043241) (← links)
- Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers (Q2065280) (← links)
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research (Q2070688) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- High-dimensional inference for linear model with correlated errors (Q2075037) (← links)
- Canonical quantile regression (Q2079612) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- General and feasible tests with multiply-imputed datasets (Q2131261) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
