The following pages link to The weighted bootstrap (Q1346642):
Displaying 50 items.
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← 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)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
- Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Large deviations for bootstrapped empirical measures (Q470054) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Direct, prediction- and smoothing-based Kalman and particle filter algorithms (Q553773) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Asymptotic probability for weighted deviations of dependent bootstrap means from the sample mean (Q717240) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Adaptive penalized M-estimation with current status data (Q853825) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Exchangeably weighted bootstraps of the general empirical process (Q1317233) (← links)
- Weighted bootstrapping for \(U\)-quantiles (Q1347200) (← links)
- A study of a class of weighted bootstrap for censored data (Q1372848) (← links)
- Nonparametric estimation of component distributions in a multivariate mixture (Q1394763) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Efficient semiparametric estimation and model selection for multidimensional mixtures (Q1746537) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- An application of weighted bootstrap method in semi-parametric model (Q1810457) (← links)
- A distribution estimation method based on level crossings (Q1878831) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- Bootstrap variance estimation with survey data when estimating model parameters (Q1927231) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- New Edgeworth-type expansions with finite sample guarantees (Q2105182) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
