Pages that link to "Item:Q1822161"
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The following pages link to A large sample study of the Bayesian bootstrap (Q1822161):
Displaying 50 items.
- New tests based on Rubin's empirical distribution function (Q434529) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- Bootstrap and Bayesian bootstrap clones for censored Markov chains (Q707058) (← links)
- Random weighted bootstrap method for recurrent events with informative censoring (Q995967) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Bayesian bootstrap credible sets for multidimensional mean functional (Q1307090) (← links)
- Weighted bootstrapping of \(U\)-statistics (Q1329684) (← links)
- Asymptotic properties for Dirichlet processes indexed by a class of functions (Q1359761) (← links)
- Bootstrapping the renewal spacings processes (Q1361616) (← links)
- Bayesian nonparametric predictive inference and bootstrap techniques (Q1373256) (← links)
- Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models. (Q1421942) (← links)
- Bayesian bootstrap for proportional hazards models (Q1430915) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Approximations for hybrids of empirical and partial sums processes (Q1578213) (← links)
- Rates of convergence for U-statistic processes and their bootstrapped versions (Q1598690) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Some new results for Dirichlet priors. (Q1848832) (← links)
- Convergence rates for density estimation with Bernstein polynomials. (Q1848904) (← links)
- A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
- A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
- A large sample study of randomly weighted bootstrap in linear models (Q1974221) (← links)
- On the Bernstein-von Mises theorem for the Dirichlet process (Q2044376) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Random weighting estimation for survival function under right censorship (Q2080933) (← links)
- Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
- Optimal subsampling for least absolute relative error estimators with massive data (Q2099270) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Posterior distribution of nondifferentiable functions (Q2190216) (← links)
- Frequentist properties of Bayesian inequality tests (Q2225020) (← links)
- Bayesian bootstraps for massive data (Q2226685) (← links)
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\) (Q2320979) (← links)
- Model selection by bootstrap penalization for classification (Q2384135) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- On functional central limit theorems of Bayesian nonparametric priors (Q2404622) (← links)
- Approximations for a multivariate hybrid process with applications to change-point detection (Q2437888) (← links)
- Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap (Q2439251) (← links)
- Approximation to the distribution of LAD estimators for censored regression by random weighting method (Q2491856) (← links)
- Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap (Q2643748) (← links)
- A general Bayesian bootstrap for censored data based on the beta-Stacy process (Q2676910) (← links)
- Methods of Statistical Inference for Median Regression Models with Doubly Censored Data (Q3058417) (← links)
- Bayesian inference for poisson process models with censored data. (Q3432332) (← links)
- The use of Smooth Bootstrap Techniques for Estimating the Error Rate of a Prediction Rule (Q3471489) (← links)
- Strong approximations for resample quantile processes and application to ROC methodology (Q3509727) (← links)
- New Goodness of Fit Tests Based on Stochastic EDF (Q3566555) (← links)
- Bootstrapping density estimates (Q3783372) (← links)
- Bayesian bootstrap clones for finite state markov chains (Q4352568) (← links)
- Bayesian Bootstrap Clones for Censored Markov Chains (Q4518274) (← links)
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities (Q4781928) (← links)
- Small-sample properties of finite population ratios (Q4859886) (← links)
