Importance Sampling for Bootstrap Confidence Intervals
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Recommendations
- Importance sampling and the nested bootstrap
- Asymptotically efficient importance sampling for bootstrap
- Better confidence intervals for importance sampling
- Two-sample importance resampling for the bootstrap
- A fast procedure for calculating importance weights in bootstrap sampling
- Balanced importance resampling for the bootstrap
- Bootstrap quantile estimation via importance resampling
Cited in
(33)- Bootstrap quantile estimation via importance resampling
- Accurate and efficient double-bootstrap confidence limit method
- Two-sample importance resampling for the bootstrap
- Importance resampling using chi-square tilting
- Simple and efficient methods for constructing bootstrap confidence intervals
- Balanced importance resampling for Markov chains
- Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency
- Balanced importance resampling for the bootstrap
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk
- Estimation in hidden Markov models via efficient importance sampling
- Adaptive resampling algorithms for estimating bootstrap distributions
- Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- Asymptotically efficient importance sampling for bootstrap
- Better confidence intervals for importance sampling
- The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling
- Conservative hypothesis tests and confidence intervals using importance sampling
- On characteristic function-based bootstrap tests
- Estimating probabilities from invariant permutation distributions
- Efficient bootstrap methods: A review
- scientific article; zbMATH DE number 4096582 (Why is no real title available?)
- Importance sampling and the nested bootstrap
- Antithetic resampling for the bootstrap
- EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA
- A fast procedure for calculating importance weights in bootstrap sampling
- IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
- Random weighting-based quantile estimation via importance resampling
- Mean functional estimation with non-ignorable missing data using influential exponential tilting resampling approach
- Importance resampling for the smoothed bootstrap
- Model parameters estimation with non-ignorable missing data using influential exponential tilting resampling approach
- Efficient exponential tilting with applications
- Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
- Computing highly accurate confidence limits from discrete data using importance sampling
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