Pages that link to "Item:Q1189002"
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The following pages link to When does bootstrap work! Asymptotic results and simulations (Q1189002):
Displaying 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- Integral curves from noisy diffusion MRI data with closed-form uncertainty estimates (Q329055) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Identification and shape restrictions in nonparametric instrumental variables estimation (Q496139) (← links)
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables (Q527929) (← links)
- Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters (Q530987) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- Bootstrapping data arrays of arbitrary order (Q714344) (← links)
- Estimating features of a distribution from binomial data (Q737897) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Regularization in statistics (Q882931) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Bootstrapping and permuting paired \(t\)-test type statistics (Q892471) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Inference on low-rank data matrices with applications to microarray data (Q965132) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- The deficiency introduced by resampling (Q1788726) (← links)
- Asymptotic and bootstrap confidence bounds for the structural average of curves. (Q1807117) (← links)
- Bootstrapping the general linear hypothesis test (Q1896188) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models (Q2254165) (← links)
- Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
- Statistical inference based on robust low-rank data matrix approximation (Q2448728) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Estimation of semi-parametric additive coefficient model (Q2495823) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
- Weak Convergence of the Wild Bootstrap for the Aalen-Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (Q2852617) (← links)
- Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean (Q2892930) (← links)
- On Testing Equality of Distributions of Technical Efficiency Scores (Q3430299) (← links)
- Interval and band estimation for curves with jumps (Q4822452) (← links)
