The pigeonhole bootstrap
From MaRDI portal
Publication:2466470
DOI10.1214/07-AOAS122zbMath1126.62027arXiv0712.1111MaRDI QIDQ2466470
Publication date: 15 January 2008
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.1111
Related Items (9)
Backfitting for large scale crossed random effects regressions ⋮ Inference for High-Dimensional Exchangeable Arrays ⋮ Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation ⋮ The shuffle estimator for explainable variance in fMRI experiments ⋮ Bootstrapping data arrays of arbitrary order ⋮ Fence methods for mixed model selection ⋮ Empirical process results for exchangeable arrays ⋮ Bi-cross-validation of the SVD and the nonnegative matrix factorization ⋮ Bias and High-Dimensional Adjustment in Observational Studies of Peer Effects
Cites Work
This page was built for publication: The pigeonhole bootstrap