The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- Nonparametric estimation of a convex bathtub-shaped hazard function (Q605882) (← links)
- Low dimensional semiparametric estimation in a censored regression model (Q608330) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs (Q705182) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Out-of-bag estimation of the optimal sample size in bagging (Q733150) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Subsampling realised kernels (Q737277) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Robust subsampling (Q738145) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Weakly supervised clustering: learning fine-grained signals from coarse labels (Q746671) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Asymptotically valid and exact permutation tests based on two-sample \(U\)-statistics (Q900758) (← links)
- Model assessment tools for a model false world (Q907957) (← links)
- Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- Stable marked point processes (Q997384) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- A frequentist understanding of sets of measures (Q1011528) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Minimum variance rectangular designs for U-statistics. (Q1421945) (← links)
- Local block bootstrap (Q1565905) (← links)
- Computing confidence intervals for log-concave densities (Q1623498) (← links)
