Pages that link to "Item:Q5905499"
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The following pages link to The bootstrap and Edgeworth expansion (Q5905499):
Displaying 50 items.
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models (Q513689) (← links)
- U-statistics with conditional kernels for incomplete data models (Q520558) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Asymptotic cumulants of the parameters estimators in item response theory (Q549616) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Empirical likelihood for linear models under negatively associated errors (Q608335) (← links)
- Edgeworth expansions and rates of convergence for normalized sums: Chung's 1946 method revisited (Q613177) (← links)
- Kriging prediction intervals based on semiparametric bootstrap (Q616050) (← links)
- Rejoinder on: A review on empirical likelihood methods for regression (Q619116) (← links)
- Empirical likelihood for quantiles under negatively associated samples (Q619807) (← links)
- New tests for jumps in semimartingale models (Q625314) (← links)
- Empirical likelihood for non-parametric regression models with missing responses: multiple design case (Q628618) (← links)
- One-sided confidence intervals for population variances of skewed distributions (Q629096) (← links)
- On testing homogeneity of variances for nonnormal models using entropy (Q635882) (← links)
- The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion (Q638152) (← links)
- Nonparametric benchmark analysis in risk assessment: a comparative study by simulation and data analysis (Q641804) (← links)
- Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
- A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
- A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators (Q656957) (← links)
- Corrections to the central limit theorem for heavy-tailed probability densities (Q662876) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Empirical likelihood for probability density functions under negatively associated samples (Q710796) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrapping data arrays of arbitrary order (Q714344) (← links)
- Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis (Q719482) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Hazard rate estimation of a mixture model with censored lifetimes (Q732716) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- Box-Cox transforms for realized volatility (Q737272) (← links)
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Robust subsampling (Q738145) (← links)
- Parametric bootstrap tests for continuous and discrete distributions (Q745423) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- Rearranging Edgeworth-Cornish-Fisher expansions (Q847815) (← links)
- Regenerative block-bootstrap for Markov chains (Q850767) (← links)
- Confidence intervals for survival quantiles in the Cox regression model (Q878289) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Regularization in statistics (Q882931) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
