An alternative to the \(m\) out of \(n\) bootstrap
From MaRDI portal
Publication:1007457
DOI10.1016/j.jspi.2008.04.032zbMath1157.62024OpenAlexW1553958948MaRDI QIDQ1007457
Hemant Ishwaran, Mahmoud Zarepour, Lancelot F. James
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.04.032
Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
Related Items
Bayesian bootstraps for massive data, Bayesian bootstrapping for symmetric distributions, Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The bootstrap of the mean with arbitrary bootstrap sample size
- Empirical likelihood ratio confidence regions
- Asymptotic properties of the bootstrap for heavy-tailed distributions
- Some limit theorems for empirical processes (with discussion)
- On the asymptotic properties of the jackknife histogram
- Bootstrap of the mean in the infinite variance case
- On a second-order asymptotic property of the Bayesian bootstrap mean
- Some asymptotic theory for the bootstrap
- Convergence to a stable distribution via order statistics
- On the asymptotic accuracy of Efron's bootstrap
- A rank statistics approach to the consistency of a general bootstrap
- Some results on the influence of extremes on the bootstrap
- Bootstrap methods: another look at the jackknife
- A bivariate stable characterization and domains of attraction
- On the bootstrap of the sample mean in the infinite variance case
- Subsampling
- Exchangeably weighted bootstraps of the general empirical process
- The weighted bootstrap
- Strong and conditional invariance principles for samples attracted to stable laws
- A study of a class of weighted bootstrap for censored data
- The weighted bootstrap mean for heavy-tailed distributions.
- Bootstrapping point processes with some applications
- Generalized bootstrap for estimating equations
- Bootstrapping convex hulls
- A large sample study of the Bayesian bootstrap
- Large sample confidence regions based on subsamples under minimal assumptions
- The jackknife and bootstrap
- A zero-one law approach to the central limit theorem for the weighted bootstrap mean
- A Bayesian analysis of some nonparametric problems
- The convex hull of a random sample in
- Exact and approximate sum representations for the Dirichlet process
- A Representation of Independent Increment Processes without Gaussian Components
- Second thoughts on the bootstrap
- Recent developments in bootstrap methodology
- The impact of bootstrap methods on time series analysis
