Pages that link to "Item:Q3814566"
From MaRDI portal
The following pages link to Importance Sampling for Bootstrap Confidence Intervals (Q3814566):
Displaying 31 items.
- Asymptotically efficient importance sampling for bootstrap (Q292319) (← links)
- A fast procedure for calculating importance weights in bootstrap sampling (Q452522) (← links)
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits (Q887253) (← links)
- Computing highly accurate confidence limits from discrete data using importance sampling (Q892812) (← links)
- Bootstrap quantile estimation via importance resampling (Q1023883) (← links)
- Accurate and efficient double-bootstrap confidence limit method (Q1186055) (← links)
- Two-sample importance resampling for the bootstrap (Q1365421) (← links)
- Importance resampling using chi-square tilting (Q1425822) (← links)
- Simple and efficient methods for constructing bootstrap confidence intervals (Q1965936) (← links)
- Balanced importance resampling for Markov chains (Q1969150) (← links)
- Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency (Q2277705) (← links)
- Balanced importance resampling for the bootstrap (Q2366739) (← links)
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
- Estimation in hidden Markov models via efficient importance sampling (Q2465275) (← links)
- Adaptive resampling algorithms for estimating bootstrap distributions (Q2480028) (← links)
- Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood (Q2512787) (← links)
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Conservative hypothesis tests and confidence intervals using importance sampling (Q3224215) (← links)
- On characteristic function-based bootstrap tests (Q3598243) (← links)
- Estimating probabilities from invariant permutation distributions (Q3598299) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- Importance sampling and the nested bootstrap (Q3828890) (← links)
- Antithetic resampling for the bootstrap (Q3834883) (← links)
- EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA (Q4416927) (← links)
- IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION (Q4541790) (← links)
- Random weighting-based quantile estimation via importance resampling (Q5076939) (← links)
- Mean functional estimation with non-ignorable missing data using influential exponential tilting resampling approach (Q5086103) (← links)
- Importance resampling for the smoothed bootstrap (Q5287313) (← links)
- Model parameters estimation with non-ignorable missing data using influential exponential tilting resampling approach (Q5887965) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)
