Pages that link to "Item:Q1363400"
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The following pages link to Second-order properties of an extrapolated bootstrap without replacement under weak assumptions (Q1363400):
Displaying 14 items.
- Coupling methods for multistage sampling (Q892244) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics (Q1848889) (← links)
- An Edgeworth expansion for symmetric finite population statistics (Q1872293) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- The numerical bootstrap (Q2176627) (← links)
- On distribution function estimation using log-odds interpolation (Q2321772) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Bootstrap confidence intervals for the pareto index (Q4493687) (← links)
- Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality (Q4943297) (← links)
- Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting (Q5037548) (← links)
