The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- The numerical bootstrap (Q2176627) (← links)
- Theory and statistical properties of quantile data envelopment analysis (Q2184157) (← links)
- Information-based optimal subdata selection for big data logistic regression (Q2189103) (← links)
- Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
- Identification of supervised and sparse functional genomic pathways (Q2195286) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data (Q2242042) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Estimating transformation function (Q2326051) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Asymptotically exact inference in conditional moment inequality~models (Q2346015) (← links)
- Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Generalised density forecast combinations (Q2354855) (← links)
- Nonsingular subsampling for regression S estimators with categorical predictors (Q2358938) (← links)
- Confidence sets for the maximizers of intensity functions (Q2386159) (← links)
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals (Q2427167) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Data-based decision rules about the convexity of the support of a distribution (Q2441048) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Block sampling under strong dependence (Q2444643) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Testing for separability in structural equations (Q2451798) (← links)
- Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Assessing extrema of empirical principal component functions (Q2500461) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- Consistency of random forests (Q2515494) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Some properties of weakly approaching sequences of distributions (Q2576378) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- A random forest guided tour (Q2629364) (← links)
- White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
- A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
