Pages that link to "Item:Q918080"
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The following pages link to On the asymptotic properties of the jackknife histogram (Q918080):
Displaying 36 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Robust subsampling (Q738145) (← links)
- Some asymptotic results for jackknifing the sample quantile (Q758044) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- An improvement of the jackknife distribution function estimator (Q1314465) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- Unbiased estimation as a solution to testing for random walks (Q1352147) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← 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)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Test for high dimensional covariance matrices (Q1996783) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- On distribution function estimation using log-odds interpolation (Q2321772) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference (Q3486675) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- Higher order comparisons of jackknife variance estimators (Q4349874) (← links)
- Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- Optimal threshold determination based on the mean excess plot (Q5078078) (← links)
- Sampling schemes for price index construction: a performance comparison across the classification of individual consumption by purpose food groups (Q5128656) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- General jackknife empirical likelihood and its applications (Q6172934) (← links)
- Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)
