Pages that link to "Item:Q4546740"
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The following pages link to Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740):
Displaying 14 items.
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- Subsampling (Q1304189) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
- Large sample confidence regions based on subsamples under minimal assumptions (Q1896250) (← links)
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- Large sample inference for irregularly spaced dependent observations based on subsampling. (Q2736781) (← links)
- On the asymptotic theory of subsampling (Q2770361) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
- Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting (Q5037548) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
