Pages that link to "Item:Q1077837"
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The following pages link to The bootstrap: Some large sample theory and connections with robustness (Q1077837):
Displaying 40 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
- Some asymptotic theory for the bootstrap in econometric models (Q900060) (← links)
- On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
- Bootstrap procedures under some non-i.i.d. models (Q1109451) (← links)
- When does bootstrap work! Asymptotic results and simulations (Q1189002) (← links)
- Bootstrap variance estimators with truncation (Q1200740) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- A rank statistics approach to the consistency of a general bootstrap (Q1206727) (← links)
- Bootstrapping statistical functionals (Q1273030) (← links)
- On robustness properties of bootstrap approximations (Q1314490) (← links)
- Bootstrap for nonstandard cases (Q1345563) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions (Q1368865) (← links)
- A note on breakdown theory for bootstrap methods (Q1590835) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Breakdown theory for bootstrap quantiles (Q1807153) (← links)
- Functional calculus and asymptotic theory for statistical analysis (Q1812785) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Bootstrapping \(U\)-statistics: applications in least squares and robust regression (Q1940900) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- A note on methods of restoring consistency to the bootstrap (Q2813912) (← links)
- Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
- Robust Bootstrap with Non Random Weights Based on the Influence Function (Q3155610) (← links)
- Consistency of the bootstrap for the ransformed two-sample<i>t</i>-test (Q3212114) (← links)
- Bootstrap selection procedures based on robust estimators (Q3313119) (← links)
- (Q3776389) (← links)
- Do Bootstrap Confidence Procedures Behave Well Uniformly in P? (Q3825950) (← links)
- On smoothed bootstrap for density functionals (Q4470125) (← links)
- On the estimation of the influence curve (Q4837799) (← links)
- (Q4863612) (← links)
- On the bootstrap in cube root asymptotics (Q5476449) (← links)
- Bootstrap estimation of covariance matrices via the percentile method (Q5706719) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
- Kesar Singh's contributions to statistical methodology (Q5970306) (← links)
- (Q6103960) (← links)
