Pages that link to "Item:Q1317233"
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The following pages link to Exchangeably weighted bootstraps of the general empirical process (Q1317233):
Displaying 50 items.
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Bayesian Bootstrap Spike-and-Slab LASSO (Q127195) (← links)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Validity of dependent bootstrapping in finite populations (Q419872) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
- Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process (Q470509) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Functional inference in semiparametric models using the piggyback bootstrap (Q816375) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Random weighted bootstrap method for recurrent events with informative censoring (Q995967) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Approximations to permutation and exchangeable processes (Q1185797) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Weighted bootstrapping of \(U\)-statistics (Q1329684) (← links)
- Combinatorial stochastic processes (Q1336987) (← links)
- Weighted bootstrapping for \(U\)-quantiles (Q1347200) (← links)
- A study of a class of weighted bootstrap for censored data (Q1372848) (← links)
- Bootstrap by sequential resampling (Q1378816) (← links)
- Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
- Bayesian bootstrap for proportional hazards models (Q1430915) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Empirical evolution equations (Q1697477) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- Testing moment inequalities: selection versus recentering (Q1787248) (← links)
- Bootstraps of sums of independent but not identically distributed stochastic processes (Q1873112) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Weighted likelihood estimation under two-phase sampling (Q1952451) (← links)
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← links)
- Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
- Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
