Pages that link to "Item:Q3761482"

The following pages link to A note on proving that the (modified) bootstrap works (Q3761482):

Displaying 36 items.

• ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• Large sample behavior of the Bernstein copula estimator (Q413377) (← links)
• Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
• Out-of-bag estimation of the optimal sample size in bagging (Q733150) (← links)
• Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
• Variance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap (Q816376) (← links)
• Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
• On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
• A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• Kernel estimation of the density of a statistic (Q1336938) (← links)
• On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
• Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
• Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
• On the asymptotic theory of new bootstrap confidence bounds (Q1747746) (← links)
• Modular bootstrap revisited (Q1797298) (← links)
• Subsampling bootstrap in network DEA (Q2098049) (← links)
• Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
• Nonparametric estimation of the ROC curve based on the Bernstein polynomial (Q2317314) (← links)
• Bootstrapping endpoint (Q2392498) (← links)
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
• Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme (Q2861961) (← links)
• A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap (Q3350583) (← links)
• On a new test for autocorrelation in regression models under nonnormality (Q3473196) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• A modified bootstrap estimator for the mean of an asymmetric distribution (Q4201520) (← links)
• Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
• Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
• Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← 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)
• Modified bootstrap consistency rates for \(U\)-quantiles (Q5953978) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• Monte Carlo sensitivity analysis for unmeasured confounding in dynamic treatment regimes (Q6563659) (← links)