Bootstrap quantile estimation via importance resampling

DOI10.1016/j.csda.2008.05.022zbMath1452.62304OpenAlexW1965635691MaRDI QIDQ1023883

Jiaqiao Hu, Zheng Su

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.05.022

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric statistical resampling methods (62G09)

Related Items (6)

Random weighting-based quantile estimation via importance resampling ⋮ Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method ⋮ Weak convergence for random weighting estimation of smoothed quantile processes ⋮ Random weighting estimation of sampling distributions via importance resampling ⋮ A fast procedure for calculating importance weights in bootstrap sampling ⋮ A Novel Method to Calculate Mean Survival Time for Time-to-Event Data

Uses Software

• bootstrap

Cites Work

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• Confidence intervals for survival quantiles in the Cox regression model
• Optimization of computer simulation models with rare events
• Survival analysis. Techniques for censored and truncated data.
• Adaptive resampling algorithms for estimating bootstrap distributions
• Importance Sampling for Bootstrap Confidence Intervals
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION

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