The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Entropy-based goodness-of-fit tests—a unifying framework: Application to DNA replication (Q5860765) (← links)
- Testing the homogeneous marginal utility of income assumption (Q5860897) (← links)
- A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
- A specification test for dynamic conditional distribution models with function-valued parameters (Q5861041) (← links)
- The lower regression function and testing expectation dependence dominance hypotheses (Q5861055) (← links)
- Testing for Granger-causality in quantiles (Q5862503) (← links)
- Modeling heterogeneous treatment effects in the presence of endogeneity (Q5865516) (← links)
- A review of distributed statistical inference (Q5880109) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds (Q5884453) (← links)
- Teaching Statistics at Google-Scale (Q5885399) (← 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 dual approach to inference for partially identified econometric models (Q5964761) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- A short prehistory of the bootstrap (Q5965014) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
- Tests of stochastic dominance with repeated measurements data (Q6065671) (← links)
- Subsampling spectral clustering for stochastic block models in large-scale networks (Q6071693) (← links)
- Proportional Hazards Model with a Change Point for Clustered Event Data (Q6079978) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Bootstrap Inference for Quantile-based Modal Regression (Q6107195) (← links)
- Online Covariance Matrix Estimation in Stochastic Gradient Descent (Q6107216) (← links)
- Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition (Q6134138) (← links)
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)
- Bootstrapping persistent Betti numbers and other stabilizing statistics (Q6183746) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Permutation Tests at Nonparametric Rates (Q6185578) (← links)
- Optimal Subsampling Bootstrap for Massive Data (Q6190779) (← links)
- On uniform inference in nonlinear models with endogeneity (Q6199650) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- Forward stability and model path selection (Q6547741) (← links)
- Identifying changes in the distribution of income from higher-order moments with an application to Australia (Q6549265) (← links)
- Across-time risk-aware strategies for outperforming a benchmark (Q6555163) (← links)
- Multiscale jump testing and estimation under complex temporal dynamics (Q6565327) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- A fine-tuned estimator of a general convergence rate (Q6573724) (← links)
- A simple specification test for models with many conditional moment inequalities (Q6573806) (← links)
