Pages that link to "Item:Q1378816"
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The following pages link to Bootstrap by sequential resampling (Q1378816):
Displaying 20 items.
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Sufficient bootstrapping (Q901539) (← links)
- Bootstrap method and empirical process (Q1207631) (← links)
- Resampling and exchangeable arrays (Q1567208) (← links)
- Second-order correctness of the Poisson bootstrap (Q1578281) (← links)
- The deficiency introduced by resampling (Q1788726) (← links)
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling. (Q1871284) (← links)
- On general resampling algorithms and their performance in distribution estimation (Q1896249) (← links)
- Balanced bootstrap resampling method for neural model selection (Q2429108) (← links)
- Consistency of the reduced bootstrap for sample means (Q2494672) (← links)
- On weak convergence of the bootstrap general empirical process with random resample size (Q2510599) (← links)
- Consistency of the Subsample Bootstrap empirical process (Q3143494) (← links)
- A Monte Carlo comparison of three consistent bootstrap procedures (Q3636773) (← links)
- Antithetic resampling for the bootstrap (Q3834883) (← links)
- The bootstrap applied to sequential analysis (Q4293740) (← links)
- Consistency and accuracy of the sequential bootstrap (Q4407797) (← links)
- THE SEQUENTIAL BOOTSTRAP: A COMPARISON WITH REGULAR BOOTSTRAP (Q4549363) (← links)
- Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← links)
- Density estimation using bootstrap quantile variance and quantile-mean covariance (Q6171866) (← links)
