Pages that link to "Item:Q2949867"
From MaRDI portal
The following pages link to Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867):
Displaying 21 items.
- Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data (Q292892) (← links)
- Dating multiple change points in the correlation matrix (Q1694371) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Backward nested descriptors asymptotics with inference on stem cell differentiation (Q1800791) (← links)
- Bayesian nonparametric tests for multivariate locations (Q2123250) (← links)
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters (Q2167323) (← links)
- Robust semiparametric M-estimation and the weighted bootstrap (Q2571818) (← links)
- A note on moment convergence of bootstrap M-estimators (Q3086117) (← links)
- Statistical Methods Generalizing Principal Component Analysis to Non-Euclidean Spaces (Q3300542) (← links)
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY (Q4629566) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders (Q5066786) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- A nonparametric test for a constant correlation matrix (Q5864634) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)
- Online Bootstrap Inference For Policy Evaluation In Reinforcement Learning (Q6185586) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)
- Estimation and inference by stochastic optimization (Q6193080) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)