The jackknife and bootstrap
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Publication:1896567
zbMATH Open0947.62501MaRDI QIDQ1896567FDOQ1896567
Authors: Jun Shao, Dongsheng Tu 
Publication date: 31 August 1995
Published in: Springer Series in Statistics (Search for Journal in Brave)
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Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
- Empirical likelihood for estimating equations with missing values
- Designing neural networks for modeling biological data: a statistical perspective
- Bootstrap methods for epistemic fuzzy data
- On bootstrap and analytical bias corrections
- An asymptotics look at the generalized inference
- Microcolony and biofilm formation as a survival strategy for bacteria
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Simulation based finite and large sample tests in multivariate regressions
- A general bootstrap algorithm for hypothesis testing
- A fast subsampling method for nonlinear dynamic models
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Estimation of small-area proportions using covariates and survey data
- Smoothed jackknife empirical likelihood method for ROC curve
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- On construction of asymptotically correct confidence intervals
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- Model based bootstrap methods for interval censored data
- An application of extreme value theory for measuring financial risk
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Inconsistency of bootstrap: the Grenander estimator
- Pairwise comparisons of the means of skewed data
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Parameter estimation and bias correction for diffusion processes
- Tests for skewness and kurtosis in the one-way error component model
- Jackknifed random weighting for Cox proportional hazards model
- \(\mathrm{SU}(N)\) gauge theories at large \(N\)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
- A new resampling method for sampling designs without replacement: the doubled half bootstrap
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Modeling and estimation of kinetic parameters and replicative fitness of HIV-1 from flow-cytometry-based growth competition experiments
- Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean
- Jackknife for nonlinear estimating equations
- Jackknife empirical likelihood method for copulas
- The choice of smoothing parameter in nonparametric regression through wild bootstrap
- Testing Constancy for Isotonic Regressions
- Resampling methods. A practical guide to data analysis.
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
- A randomized response procedure for multiple-sensitive questions
- A model of fractional cointegration, and tests for cointegration using the bootstrap.
- Optimal jackknife for unit root models
- Bootstrapping local polynomial estimators in likelihood-based models
- Resampling methods for ranked set samples
- A study of a class of weighted bootstrap for censored data
- Bootstrap inference for inequality, mobility and poverty measurement
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships
- Inference for intermediate Haezendonck-Goovaerts risk measure
- Bootstraps for time series
- Using investment portfolio return to combine forecasts: A multiobjective approach
- Tempered stable Lévy motion driven by stable subordinator
- Reminiscences, and some explorations about the bootstrap
- Model-free model-fitting and predictive distributions
- Moment consistency of the exchangeably weighted bootstrap for semiparametric M-estimation
- A new method for estimating variance from data imputed with ratio method of imputation
- Confidence intervals for the first crossing point of two hazard functions
- A survey of bootstrap methods in finite population sampling
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
- Matrix distributed processing: A set of \(C++\) tools for implementing generic lattice computations on parallel systems
- The local bootstrap for Markov processes
- A parametric bootstrap for heavy-tailed distributions
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- \(K\)-sample tests for equality of variances of random fuzzy sets
- Bootstrapping rank statistics.
- Bootstrap methods for dependent data: a review
- Stability
- Fractals with point impact in functional linear regression
- Direct density estimation of \(L\)-estimates via characteristic functions with applications
- Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters
- Control of generalized error rates in multiple testing
- Balanced control of generalized error rates
- Change-point in stochastic design regression and the bootstrap
- On testing equality of pairwise rank correlations in a multivariate random vector
- Nonparametric inference of quantile curves for nonstationary time series
- Bootstrap approach to the multi-sample test of means with imprecise data
- Penalized joint generalized estimating equations for longitudinal binary data
- Applying the nonrandomized diagonal model to estimate a sensitive distribution in complex sample surveys
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model
- PLS generalised linear regression
- Recent developments in bootstrap methodology
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- Resampling methods for dependent data
- Jackknife estimation of stationary autoregressive models
- A graphical method for assessing multivariate normality
- Kriging prediction intervals based on semiparametric bootstrap
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- Hierarchical generalized linear models, correlation and a posteriori ratemaking
- Asymptotic normality of modified LS estimator for mixture of nonlinear regressions
- Asymptotic results in jackknifing nonsmooth functions of the sample mean vector
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model
- Resampling based inference for a distribution function using censored ranked set samples
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
- Cramér's type results for some bootstrapped \(U\)-statistics
- Fast and flexible methods for monotone polynomial fitting
- Improving the causal treatment effect estimation with propensity scores by the bootstrap
- Bootstrap confidence intervals for conditional density function in Markov processes
- Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
- Specification tests for lattice processes
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