Sharpening estimators using resampling
From MaRDI portal
Publication:1378786
DOI10.1016/S0378-3758(97)00079-7zbMath0961.62034MaRDI QIDQ1378786
Publication date: 16 May 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
bootstrapjackknifeweak dependencebias correctionSOSsecond-order superioritysmooth and nonsmooth statistical functions
Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09)
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Cites Work
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Some asymptotic theory for the bootstrap
- Bootstrap methods: another look at the jackknife
- An odd property of the sample median
- A general theory for jackknife variance estimation
- The jackknife and the bootstrap for general stationary observations
- NOTES ON BIAS IN ESTIMATION
- A note on the application of Quenouille's method of bias reduction to the estimation of ratios
- A note on the jackknife, the bootstrap and the delta method estimators of bias and variance
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- A Note on Quantiles in Large Samples
- The bootstrap and Edgeworth expansion
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