Pages that link to "Item:Q5365680"
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The following pages link to Adaptive choice of bootstrap sample sizes (Q5365680):
Displaying 16 items.
- Subsampling methods for genomic inference (Q542926) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- Adaptive resampling algorithms for estimating bootstrap distributions (Q2480028) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Two new data-dependent choices of<i>m</i>when applying the<i>m</i>-out-of-<i>n</i>bootstrap to hypothesis testing (Q5300736) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- A simple bias reduction for Chatterjee's correlation (Q6662553) (← links)
