The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- On the asymptotic theory of subsampling (Q2770361) (← links)
- Comparison of inferential methods in partially identified models in terms of error in coverage probability (Q2786684) (← links)
- Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series (Q2787359) (← links)
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (Q2845023) (← links)
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme (Q2861961) (← links)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods (Q3391146) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT (Q3453248) (← links)
- SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC (Q3465604) (← links)
- DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- Goodness of fit tests with interval censored data (Q4455946) (← links)
- Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
- Effective low-order models for atmospheric dynamics and time series analysis (Q4563846) (← links)
- (Q4631986) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
- NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY (Q4643222) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- (Q4779567) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Subsampling and model selection in time series analysis (Q4935360) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- (Q4986382) (← links)
- A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
- (Q5004053) (← links)
- CLT For U-statistics With Growing Dimension (Q5037829) (← links)
- Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane (Q5066785) (← links)
- Treatment Evaluation in the Presence of Sample Selection (Q5080475) (← 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)
- A weak convergence result for sequential empirical processes under weak dependence (Q5086477) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
- (Q5101723) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- Combining Multiple Observational Data Sources to Estimate Causal Effects (Q5120690) (← links)
- Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach (Q5123659) (← links)
- Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data (Q5130370) (← links)
- Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods (Q5146053) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- The Slow Convergence of Ordinary Least Squares Estimators of <i>α</i>, <i>β</i> and Portfolio Weights under Long‐Memory Stochastic Volatility (Q5226148) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- Applicability of Subsampling Bootstrap Methods in Markov Chain Monte Carlo (Q5326116) (← links)
- Caratheodory-Tchakaloff Subsampling (Q5355361) (← links)
