Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
From MaRDI portal
Publication:1363400
DOI10.2307/3318585zbMath0919.62035OpenAlexW1982011863MaRDI QIDQ1363400
Publication date: 5 September 1999
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1177526727
Random fields; image analysis (62M40) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)
Related Items (15)
An Edgeworth expansion for symmetric finite population statistics ⋮ Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting ⋮ Subsampling, symmetrization, and robust interpolation ⋮ Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases ⋮ The numerical bootstrap ⋮ Coupling methods for multistage sampling ⋮ Scaling by subsampling for big data, with applications to statistical learning ⋮ Subsampling Continuous Parameter Random Fields and a Bernstein Inequality ⋮ On distribution function estimation using log-odds interpolation ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median ⋮ \(K\)-sample subsampling in general spaces: the case of independent time series ⋮ Bootstrap confidence intervals for the pareto index ⋮ Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics ⋮ Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
This page was built for publication: Second-order properties of an extrapolated bootstrap without replacement under weak assumptions