Bootstrap Sample Size in Nonregular Cases
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Cites work
- A note on proving that the (modified) bootstrap works
- Approximation Theorems of Mathematical Statistics
- Better Bootstrap Confidence Intervals
- Bootstrap methods: another look at the jackknife
- Bootstrap of the mean in the infinite variance case
- Edgeworth corrected pivotal statistics and the bootstrap
- Estimating an endpoint of a distribution with resampling methods
- scientific article; zbMATH DE number 3965196 (Why is no real title available?)
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Prepivoting to reduce level error of confidence sets
- Some asymptotic theory for the bootstrap
- Some results on the influence of extremes on the bootstrap
- The Influence Curve and Its Role in Robust Estimation
- Theoretical comparison of bootstrap confidence intervals
Cited in
(29)- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Generalised bootstrap in non-regular M-estimation problems
- Inference on functionals under first order degeneracy
- The numerical bootstrap
- Regression on manifolds: estimation of the exterior derivative
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
- Stochastically optimal bootstrap sample size for shrinkage-type statistics
- Bootstrap validity for the score test when instruments may be weak
- Quantifying the failure of bootstrap likelihood ratio tests
- Iterating the m out of n bootstrap in nonregular smooth function models
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Hybrid and Size-Corrected Subsampling Methods
- Bootstrapping in non-regular smooth function models
- On bootstrap sample size in extreme value theory
- Bootstrapping sample quantiles in non-regular cases
- Empirical regularized optimal transport: statistical theory and applications
- Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane
- A Sequential Significance Test for Treatment by Covariate Interactions
- Fast and flexible methods for monotone polynomial fitting
- On Hadamard differentiability in k-sample semiparametric models -- with applications to the assessment of structural relationships
- Nonparametric variable importance assessment using machine learning techniques
- Proportional Hazards Model with a Change Point for Clustered Event Data
- Pretest estimation in combining probability and non-probability samples
- Monte Carlo sensitivity analysis for unmeasured confounding in dynamic treatment regimes
- A Negative Correlation Strategy for Bracketing in Difference-in-Differences
- A semiparametric two-sample density ratio model with a change point
- Variance estimation for sample quantiles using the m out of n bootstrap
- Estimating reliability in proportional odds ratio models
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