Bootstrapping with auxiliary information
From MaRDI portal
Recommendations
Cites work
- Bootstrap methods: another look at the jackknife
- Conditional bootstrap methods in the mean-shift model
- Confidence Bands for a Distribution Function Using the Bootstrap
- Empirical likelihood and general estimating equations
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimating a distribution function in the presence of auxiliary information
- Methodology and Algorithms of Empirical Likelihood
- Saddlepoint approximations in resampling methods
- Some asymptotic theory for the bootstrap
Cited in
(9)- Quantile processes in the presence of auxiliary information
- Bootstrap inference for misspecified moment condition models
- Calibrated bootstrap and saddlepoint approximations of finite population \(L\)-statistics
- Empirical processes with estimated parameters under auxiliary information
- Minimum non-parametric likelihood ratio estimation and testing in the presence of auxiliary information
- scientific article; zbMATH DE number 1552504 (Why is no real title available?)
- Bootstrapping the Dorfman–Hall–Chambers–Dunstan estimator of a finite population distribution function
- A simplified approach to computing efficiency bounds in semiparametric models
- Generalised regression estimation via the bootstrap
This page was built for publication: Bootstrapping with auxiliary information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4267406)