Pages that link to "Item:Q1896250"

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

Displaying 33 items.

• NORMALITY OF GENE EXPRESSION REVISITED (Q5296809) (← links)
• AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
• Efficiency of confidence intervals generated by repeated subsample calculations (Q5603691) (← links)
• The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
• Improving the Power of Tests of Stochastic Dominance (Q5864367) (← links)
• Goodness-of-fit test based on information criterion for interval censored data (Q5875262) (← links)
• Large-sample inference in the general AR(1) model (Q5936984) (← links)
• Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. (Q5958691) (← links)
• A short prehistory of the bootstrap (Q5965014) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496) (← links)
• Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
• Bootstrap choice of non-nested autoregressive model with non-normal innovations (Q6073727) (← links)
• Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
• Testing for the presence of treatment effect under selection on observables (Q6120611) (← links)
• Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)
• Joint production in stochastic non-parametric envelopment of data with firm-specific directions (Q6167380) (← links)
• A class of bootstrap tests on the tail index (Q6172127) (← links)
• Limit theorems for entropic optimal transport maps and Sinkhorn divergence (Q6200901) (← links)
• Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
• A robust approach for inference on style analysis coefficients (Q6580661) (← links)
• Confidence intervals for intentionally biased estimators (Q6585634) (← links)
• A blockwise empirical likelihood method for time series in frequency domain inference (Q6608684) (← links)
• A bootstrap model comparison test for identifying genes with context-specific patterns of genetic regulation (Q6616324) (← links)
• Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
• Bootstrap-assisted inference for generalized Grenander-type estimators (Q6621534) (← links)
• Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival (Q6625659) (← links)
• Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects (Q6626325) (← links)
• Selection of variables for multivariable models: opportunities and limitations in quantifying model stability by resampling (Q6627893) (← links)
• Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty (Q6631364) (← links)
• Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
• Statistical inference with regularized optimal transport (Q6663353) (← links)