Pages that link to "Item:Q605931"
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The following pages link to Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931):
Displaying 50 items.
- Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data (Q292892) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- On computing standard errors for marginal structural Cox models (Q746535) (← links)
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- Partially linear transformation cure models for interval-censored data (Q1660211) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- Semiparametric additive transformation model under current status data (Q1952246) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
- Direct and approximately valid probabilistic inference on a class of statistical functionals (Q2105573) (← links)
- Predictive functional linear models with diverging number of semiparametric single-index interactions (Q2171997) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Joint asymptotics for semi-nonparametric regression models with partially linear structure (Q2352744) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Consistent model specification tests based on \(k\)-nearest-neighbor estimation method (Q2630357) (← links)
- Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Semiparametric Quantile Regression Analysis of Right‐censored and Length‐biased Failure Time Data with Partially Linear Varying Effects (Q2835301) (← links)
- Empirical likelihood confidence intervals for regression parameters of the survival rate (Q2892915) (← links)
- BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q2936832) (← links)
- Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Variance Estimation under Two‐Phase Sampling (Q3460665) (← links)
- ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY (Q4629566) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- A Glivenko-Cantelli Bootstrap Theorem for the Foster-Greer-Thorbecke Poverty Index (Q4994853) (← links)
- Bayesian Inference on Multivariate Medians and Quantiles (Q5037838) (← links)
- AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY (Q5059132) (← links)
- Parameter estimation for semiparametric ordinary differential equation models (Q5077959) (← links)
- Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
- (Q5214224) (← links)
- Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
