DOI10.1214/aop/1176989011zbMath0792.62038OpenAlexW1971638458MaRDI QIDQ1317233
Jon A. Wellner, Jens Thomas Præstgaard
Publication date: 26 July 1994
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989011
Selection and the distribution of female real hourly wages in the United States,
Bivariate distribution regression with application to insurance data,
General tests of conditional independence based on empirical processes indexed by functions,
Nonseparable sample selection models with censored selection rules,
Generalised bootstrap in non-regular M-estimation problems,
A resampling approach to estimation of the linking variance in the Fay–Herriot model,
Bootstraps of sums of independent but not identically distributed stochastic processes,
Strong approximations for weighted bootstrap of empirical and quantile processes with applications,
Weighted bootstrapping of \(U\)-statistics,
Analysis of two-phase sampling data with semiparametric additive hazards models,
Combinatorial stochastic processes,
Weighted bootstrapping for \(U\)-quantiles,
Some nonasymptotic results on resampling in high dimension. I: Confidence regions,
A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference,
Variance Estimation under Two‐Phase Sampling,
Model selection by bootstrap penalization for classification,
THE BOOTSTRAP IN THRESHOLD REGRESSION,
Limiting law results for a class of conditional mode estimates for functional stationary ergodic data,
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks,
Complex sampling designs: uniform limit theorems and applications,
A study of a class of weighted bootstrap for censored data,
The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach,
Bootstrap by sequential resampling,
Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel,
A simple approach to construct confidence bands for a regression function with incomplete data,
Weighted bootstraps for the variance,
Renewal type bootstrap for Markov chains,
On general bootstrap of empirical estimator of a semi-Markov kernel with applications,
Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation,
Weighted bootstrap for neural model selection,
On the strong approximation of bootstrapped empirical copula processes with applications,
A general Bayesian bootstrap for censored data based on the beta-Stacy process,
Validity of dependent bootstrapping in finite populations,
Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation,
Empirical evolution equations,
Bootstrap consistency for quadratic forms of sample averages with increasing dimension,
Generalized bootstrap for estimators of minimizers of convex functions,
Model selection by resampling penalization,
Weighted resampling of martingale difference arrays with applications,
Weighted likelihood estimation under two-phase sampling,
Cramér's type results for some bootstrapped \(U\)-statistics,
On the performance of weighted bootstrapped kernel deconvolution density estimators,
Limiting distributions of generalised Poisson-Dirichlet distributions based on negative binomial processes,
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Additive regression model for stationary and ergodic continuous time processes,
Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors,
Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap,
Semiparametric Bayesian causal inference,
Random weighting \(M\)-estimation for linear errors-in-variables models,
Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap,
Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points,
Asymptotic results for hybrids of empirical and partial sums processes,
Donsker and Glivenko-Cantelli theorems for a class of processes generalizing the empirical process,
Bayesian bootstrap for proportional hazards models,
A conversation with Jon Wellner,
General tests of independence based on empirical processes indexed by functions,
Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations,
On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications,
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes,
Semiparametric inference for merged data from multiple data sources,
Unnamed Item,
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications,
Some applications of the strong approximation of the integrated empirical copula processes,
Resampling schemes with low resampling intensity and their applications in testing hypotheses,
Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors,
Testing in linear composite quantile regression models,
Refinements of the Kiefer-Wolfowitz theorem and a test of concavity,
Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests,
Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods,
Subsampling (weighted smooth) empirical copula processes,
Resampling Student's \(t\)-type statistics,
Generalized bootstrap for estimating equations,
Testing moment inequalities: selection versus recentering,
Random weighted bootstrap method for recurrent events with informative censoring,
On weak convergence of the bootstrap general empirical process with random resample size,
Bayesian Bootstrap Spike-and-Slab LASSO,
Randomized maximum-contrast selection: subagging for large-scale regression,
Nonparametric identification in panels using quantiles,
An alternative to the \(m\) out of \(n\) bootstrap,
Bootstrap test of hypothesis for the multi-state models in survival analysis,
Inference for local distributions at high sampling frequencies: a bootstrap approach,
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An Empirical Process View of Inverse Regression,
A note on conditional versus joint unconditional weak convergence in bootstrap consistency results,
Censoring Unbiased Regression Trees and Ensembles,
An Extended Continuous Mapping Theorem for Outer Almost Sure Weak Convergence,
General bootstrap for dual \(\phi\)-divergence estimates,
Multiplier \(U\)-processes: sharp bounds and applications,
Relative risk regression for current status data in case-cohort studies,
Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes,
A Glivenko-Cantelli Bootstrap Theorem for the Foster-Greer-Thorbecke Poverty Index,
\(L_{1}\) regression estimate and its bootstrap,
Recycled two-stage estimation in nonlinear mixed effects regression models,
Conditional quantile processes based on series or many regressors,
Efficient weighted bootstraps for the mean,
On the maximal deviation of kernel regression estimators with NMAR response variables,
Another look at the jackknife: Further examples of generalized bootstrap,
Quantile regression with censoring and endogeneity,
New Edgeworth-type expansions with finite sample guarantees,
Weighted bootstrapped kernel density estimators in two-sample problems,
Consistency of the Subsample Bootstrap empirical process,
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models,
Functional inference in semiparametric models using the piggyback bootstrap