Resampling a coverage pattern
From MaRDI portal
Publication:1072299
DOI10.1016/0304-4149(85)90212-1zbMath0587.62081OpenAlexW2007093655MaRDI QIDQ1072299
No author found.
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90212-1
mosaicresamplingBoolean modelspatial patternbootstrappingbiasesvacancycoverage problemsestimating sampling variancesizes of bias and standard deviationunified approach to consistent inference
Related Items (58)
Bootstraps for time series ⋮ Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic ⋮ Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases ⋮ On the statistical modeling and analysis of repairable systems ⋮ On inconsistency of the jackknife-after bootstrap bias estimator for dependent data ⋮ Oracle GMM estimation for misspecified models via thresholding ⋮ Bootstrap based multi-step ahead joint forecast densities for financial interval-valued time series ⋮ On bandwidth choice in nonparametric regression with both short- and long-range dependent errors ⋮ Bootstrapping periodically autoregressive models ⋮ Modeling wildfire ignition origins in southern California using linear network point processes ⋮ Bootstrapping the empirical distribution function of a spatial process ⋮ Oracle M‐Estimation for Time Series Models ⋮ Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data ⋮ Computation of lacunarity from covariance of spatial binary maps ⋮ Permutation-based inference for function-on-scalar regression with an application in PET brain imaging ⋮ Robust resampling confidence intervals for empirical variograms ⋮ ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP ⋮ Semiparametric diffusion estimation and application to a stock market index ⋮ Confidence intervals for probability density functions under associated samples ⋮ Resampling methods for spatial regression models under a class of stochastic designs ⋮ A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics ⋮ A nonstandard empirical likelihood for time series ⋮ A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii ⋮ Block bootstrap methods and the choice of stocks for the long run ⋮ Autocovariance structures for radial averages in small‐angle X‐ray scattering experiments ⋮ Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences ⋮ New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates ⋮ Change-point detection and bootstrap for Hilbert space valued random fields ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Wavelet-based bootstrapping of spatial patterns on a finite lattice ⋮ A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data ⋮ Spatial point process models for location-allocation problems ⋮ A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods ⋮ Resampling non-homogeneous spatial data with smoothly varying mean values ⋮ Recent developments in bootstrap methodology ⋮ A short prehistory of the bootstrap ⋮ The impact of bootstrap methods on time series analysis ⋮ Bootstrap methods for dependent data: a review ⋮ Theoretical comparisons of block bootstrap methods ⋮ THE MATHEMATICAL STRUCTURE OF THE GENETIC CODE: A TOOL FOR INQUIRING ON THE ORIGIN OF LIFE ⋮ Discussion on: ``Bootstrap methods for dependent data: a review ⋮ Bootstrap-based ARMA order selection ⋮ Bootstrap diagnostics and remedies ⋮ Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap ⋮ Confidence intervals for nonparametric regression functions under negatively associated errors ⋮ Frequency domain bootstrap methods for random fields ⋮ Tests of random walk: A comparison of bootstrap approaches ⋮ Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach ⋮ Bootstrapping an inhomogeneous point process ⋮ Regeneration-based statistics for Harris recurrent Markov chains ⋮ The Dependent Random Weighting ⋮ MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION ⋮ Bootstrap and Other Resampling Methodologies in Statistics of Extremes ⋮ Unnamed Item ⋮ High dimensional generalized empirical likelihood for moment restrictions with dependent data ⋮ Resolving statistical uncertainty in correlation dimension estimation ⋮ On the accuracy of bootstrapping sample quantiles of strongly mixing sequences ⋮ Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bootstrap methods: another look at the jackknife
- Computers and the Theory of Statistics: Thinking the Unthinkable
- A limit theorem for statistics of spatial data
- Asymptotic properties of stereological estimators of volume fraction for stationary random sets
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- Some Errors Associated with the Non-parametric Estimation of Density Functions
- The random volume of interpenetrating spheres in space
This page was built for publication: Resampling a coverage pattern
