The following pages link to S. M. S. Lee (Q197269):
Displaying 42 items.
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Depth functions as measures of representativeness (Q465636) (← links)
- Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap (Q816376) (← links)
- Local asymptotic minimax estimation of functionals of asymptotically normal sampling distributions (Q1368865) (← links)
- Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
- Asymptotic iterated bootstrap confidence intervals (Q1906213) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- A bootstrap procedure for local semiparametric density estimation amid model uncertainties (Q2250698) (← links)
- Parametric bootstrapping with nuisance parameters (Q2483849) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- Optimal bootstrap sample size in construction of percentile confidence bounds (Q2722313) (← links)
- Minimum variance unbiased estimation based on bootstrap iterations (Q2768196) (← links)
- Sequential combination of weighted and nonparametric bagging for classification (Q2874960) (← links)
- A new statistical depth function with applications to multimodal data (Q3106414) (← links)
- (Q3378801) (← links)
- (Q3498632) (← links)
- Iterated Bootstrap‐<i>t</i> Confidence Intervals for Density Functions (Q3608269) (← links)
- The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals (Q4237755) (← links)
- Nonparametric likelihood ratio confidence intervals (Q4238076) (← links)
- Optimal choice between parametric and non-parametric bootstrap estimates (Q4303443) (← links)
- (Q4363942) (← links)
- Prepivoting by weighted bootstrap iteration (Q4455419) (← links)
- (Q4488845) (← links)
- Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals (Q4505996) (← links)
- Hybrid Confidence Regions Based on Data Depth (Q4632666) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- (Q4839387) (← links)
- (Q4864291) (← links)
- On a Class of <i>m</i> out of <i>n</i> Bootstrap Confidence Intervals (Q4935291) (← links)
- Block bootstrap optimality and empirical block selection for sample quantiles with dependent data (Q5022652) (← links)
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
- Calibrated interpolated confidence intervals for population quantiles (Q5314851) (← links)
- Distribution of likelihood-based<i>p</i>-values under a local alternative hypothesis (Q5384399) (← links)
- (Q5468803) (← links)
- On<i>m</i>out of<i>n</i>Bootstrapping for Nonstandard M-Estimation With Nuisance Parameters (Q5755031) (← links)
- An exact iterated bootstrap algorithm for small-sample bias reduction. (Q5940870) (← links)
- High-dimensional local polynomial regression with variable selection and dimension reduction (Q6089201) (← links)
- Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity (Q6137725) (← links)
- High-dimensional local linear regression under sparsity and convex losses (Q6200896) (← links)
- A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data (Q6611238) (← links)
