Pages that link to "Item:Q1896250"

The following pages link to Large sample confidence regions based on subsamples under minimal assumptions (Q1896250):

Displaying 50 items.

• Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
• Subsampling for continuous-time almost periodically correlated processes (Q2453617) (← links)
• Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
• Additive risk model with case-cohort sampled current status data (Q2457785) (← links)
• Another approach to asymptotics and bootstrap of randomly trimmed means (Q2581127) (← links)
• Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
• A nonparametric test of a strong leverage hypothesis (Q2630356) (← links)
• Inference under right censoring for transformation models with a change-point based on a covariate threshold (Q2642736) (← links)
• Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
• Disentangling moral hazard and adverse selection in private health insurance (Q2658778) (← links)
• Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
• On the asymptotic theory of subsampling (Q2770361) (← links)
• Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
• Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications (Q2806831) (← links)
• Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Efficient pairwise composite likelihood estimation for spatial-clustered data (Q2927619) (← links)
• BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
• Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
• Mediation Analysis with Multiple Mediators (Q2974509) (← links)
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
• Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
• Variance Estimation for Statistics Computed from Inhomogeneous Spatial Point Processes (Q3631450) (← links)
• Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
• On the relative performance of the block bootstrap for dependent data (Q4226835) (← links)
• Incomplete U -statistics of permanent design (Q4470116) (← links)
• Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
• Moderate deviations in subsampling distribution estimation (Q4517495) (← links)
• Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
• Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
• Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
• Large sample theory for statistics of stable moving averages (Q4831096) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
• Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
• Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data (Q5130370) (← links)
• Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects (Q5134472) (← links)
• Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
• TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627) (← links)
• The Dependent Random Weighting (Q5251502) (← links)
• On estimation in binary autologistic spatial models (Q5290889) (← links)