Adaptive choice of bootstrap sample sizes
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Recommendations
- Adaptive choice of the number of bootstrap samples in large scale multiple testing
- Adaptive resampling algorithms for estimating bootstrap distributions
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- Modifications on re-scaling bootstrap for adaptive sampling
- Bootstrap Confidence Intervals for Adaptive Cluster Sampling
- Adaptive bootstrap tests and its competitors in the c-sample scale problem
- scientific article; zbMATH DE number 1489846
Cited in
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- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
- Adaptive resampling algorithms for estimating bootstrap distributions
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- Subsampling inference for the mean of heavy-tailed long-memory time series
- On the choice of m in the m out of n bootstrap and confidence bounds for extrema
- Ranking-based variable selection for high-dimensional data
- Two new data-dependent choices of \(m\) when applying the \(m\)-out-of-\(n\) bootstrap to hypothesis testing
- Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series
- Subsampling methods for genomic inference
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- Scaling by subsampling for big data, with applications to statistical learning
- A simple bias reduction for Chatterjee's correlation
- Subsampling ratio tests for structural changes in time series with heavy-tailed AR( p ) errors
- A local factor nonparametric test for trend synchronism in multiple time series
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