Bootstrap by sequential resampling
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Cites work
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- A Note on Asymptotic Joint Normality
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- Some asymptotic theory for the bootstrap
- Some limit theorems for empirical processes (with discussion)
- Sufficiency in Sampling Theory
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- The oscillation behavior of empirical processes
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Cited in
(24)- Sufficient m-out-of-n (m/n) bootstrap
- Bootstrap method and empirical process
- Sufficient bootstrapping
- On weak convergence of the bootstrap general empirical process with random resample size
- The resampling method via representative points
- Consistency of the Subsample Bootstrap empirical process
- Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling.
- A note on unequal probability sampling in bootstrap sampling
- Balanced bootstrap resampling method for neural model selection
- Consistency of the reduced bootstrap for sample means
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- A Monte Carlo comparison of three consistent bootstrap procedures
- The bootstrap applied to sequential analysis
- Second-order correctness of the Poisson bootstrap
- Sampling moments of resamples
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- Antithetic resampling for the bootstrap
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- The deficiency introduced by resampling
- Reminiscences, and some explorations about the bootstrap
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- Density estimation using bootstrap quantile variance and quantile-mean covariance
- Sequential determination of the number of bootstrap samples
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