Recent developments in bootstrap methodology (Q5965013): Difference between revisions

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+Empirical likelihood as a goodness-of-fit measure
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+Conditionality resolutions
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+On a formula for the distribution of the maximum likelihood estimator
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+Q3742485
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+Normal rank
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+Q3859099
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+Q4326424
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+Normal rank
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+Simulated power functions
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+Normal rank
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+Prepivoting to reduce level error of confidence sets
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Q4844344
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+Normal rank
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+Diagnosing bootstrap success
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+The impact of the bootstrap on statistical algorithms and theory
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+Some asymptotic theory for the bootstrap
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+Normal rank
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+A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
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+Q4352611
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+Normal rank
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+Standard Errors of Prediction in Generalized Linear Mixed Models
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+Heuristics of instability and stabilization in model selection
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+Bagging predictors
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+Q3319610
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+Normal rank
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+Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
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+Bootstraps for time series
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+Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
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+Analyzing bagging
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+Bootstrap diagnostics and remedies
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+Test Inversion Bootstrap Confidence Intervals
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+Miscellanea. Bartlett adjustment of empirical discrepancy statistics
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+Local ancillarity
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+Statistical Models
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+Q4370586
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+Normal rank
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+Significance testing in nonparametric regression based on the bootstrap.
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+More accurate confidence intervals in exponential families
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+Bootstrap confidence intervals. With comments and a rejoinder by the authors
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+Simple and accurate one-sided inference from signed roots of likelihood ratios
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+Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
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+Q4844346
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+Normal rank
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+Approximations for densities of sufficient estimators
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+Bootstrap methods: another look at the jackknife
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+Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
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+How Biased is the Apparent Error Rate of a Prediction Rule?
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+Better Bootstrap Confidence Intervals
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+Normal rank
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+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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+Q4318617
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+Normal rank
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+Improvements on Cross-Validation: The .632+ Bootstrap Method
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+The problem of regions
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+Test of Significance When Data Are Curves
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+Normal rank
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+A decision-theoretic generalization of on-line learning and an application to boosting
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+Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
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+Resampling a coverage pattern
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+On the bootstrap and confidence intervals
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+The bootstrap and Edgeworth expansion
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+Intentionally Biased Bootstrap Methods
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+Biased Bootstrap Methods for Reducing the Effects of Contamination
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+Q3999325
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+Normal rank
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+Likelihood as approximate pivotal distribution
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+On the impact of bootstrap in survey sampling and small-area estimation
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+Q3327567
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+Normal rank
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+Prepivoting by weighted bootstrap iteration
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+Normal rank
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+Least Squares Variogram Fitting by Spatial Subsampling
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+Notions of Limiting P Values Based on Data Depth and Bootstrap
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+Bootstrap and wild bootstrap for high dimensional linear models
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+On Bootstrap Iteration for Coverage Correction in Confidence Intervals
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+Resampling and exchangeable arrays
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+Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
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+Empirical likelihood ratio confidence intervals for a single functional
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+Q2756704
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+Normal rank
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+The impact of bootstrap methods on time series analysis
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+Q4939077
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+Normal rank
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+Subsampling
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+Resampling: consistency of substitution estimators
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+A note on methods of restoring consistency to the bootstrap
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+Boosting the margin: a new explanation for the effectiveness of voting methods
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+Q2760425
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+Normal rank
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+Impact of the bootstrap on sample surveys
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+Normal rank
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+The jackknife and bootstrap
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+Normal rank
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+On the asymptotic accuracy of Efron's bootstrap
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+Bootstrap Approximations in Model Checks for Regression
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+Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
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+Jackknife, bootstrap and other resampling methods in regression analysis
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