Pages that link to "Item:Q2813912"
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The following pages link to A note on methods of restoring consistency to the bootstrap (Q2813912):
Displayed 19 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- On statistics, computation and scalability (Q373533) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Editorial: Memorial issue for Charles Stein (Q2054462) (← links)
- Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
- Small Confidence Sets for the Mean of a Spherically Symmetric Distribution (Q5313455) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- Randomized maximum-contrast selection: subagging for large-scale regression (Q5965320) (← links)
- Comments on: ``High-dimensional simultaneous inference with the bootstrap'' (Q5970266) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
