Pages that link to "Item:Q1206727"
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The following pages link to A rank statistics approach to the consistency of a general bootstrap (Q1206727):
Displaying 50 items.
- Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem (Q69467) (← links)
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Random weighted bootstrap method for recurrent events with informative censoring (Q995967) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Using the bootstrap to quantify the authority of an empirical ranking (Q1043718) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- Generalized bootstrap for studentized U-statistics: A rank statistic approach (Q1209698) (← links)
- Bootstrapping statistical functionals (Q1273030) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Weighted bootstrapping of \(U\)-statistics (Q1329684) (← links)
- The weighted bootstrap (Q1346642) (← links)
- Weighted bootstrapping for \(U\)-quantiles (Q1347200) (← links)
- Bootstrapping the renewal spacings processes (Q1361616) (← links)
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
- A study of a class of weighted bootstrap for censored data (Q1372848) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- Bayesian bootstrap for proportional hazards models (Q1430915) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- On the oscillations of compound Poisson processes (Q1600221) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Bootstraps of sums of independent but not identically distributed stochastic processes (Q1873112) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- A zero-one law approach to the central limit theorem for the weighted bootstrap mean (Q1922093) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116) (← links)
- Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
- Random weighting in LASSO regression (Q2154956) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
