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)
Recommendations
Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- Inference for ordered parameters in multinomial distributions
- The bootstrap in threshold regression
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse
- Two symmetric and computationally efficient Gini correlations
- A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
- Graphical methods for investigating the finite-sample properties of confidence regions
- Computationally efficient double bootstrap variance estimation
- Jackknifing in partially linear regression models with serially correlated errors
- A simple Markov chain structure for the evolution of credit ratings
- Estimation of some lifetime parameters of generalized Gompertz distribution under progressively type-II censored data
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- A local Gaussian bootstrap method for realized volatility and realized beta
- Bootstrap confidence intervals for isotonic estimators in a stereological problem
- Bayesian bootstrap multivariate regression
- Distribution-free cumulative sum control charts using bootstrap-based control limits
- A bootstrap method for assessing the dimension of a general regression problem
- How reliable are standard indicators of stationarity?
- Finding local departures from a parametric model using nonparametric regression
- Balancing type one and two errors in multiple testing for differential expression of genes
- A pseudo empirical likelihood approach for stratified samples with nonresponse
- Quantile-based nonparametric inference for first-price auctions
- Empirical processes with estimated parameters under auxiliary information
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- A short prehistory of the bootstrap
- Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping
- Bootstrap tests for misspecified models, with application to clustered binary data.
- Portfolio construction using bootstrapping neural networks: evidence from global stock market
- Small sample inference for gamma parameters: one‐sample and two‐sample problems
- Coupling methods for multistage sampling
- Generic results for establishing the asymptotic size of confidence sets and tests
- Bandwidth selection for the smoothed bootstrap percentile method.
- Smooth bootstrapping of copula functionals
- An alternative to the \(m\) out of \(n\) bootstrap
- Confidence intervals for quantile estimation using jackknife techniques
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
- The Gifi system of descriptive multivariate analysis.
- Some results on the convergence of conditional distributions
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function
- Testing independence in nonparametric regression
- Alternating kernel and mixture density estimates.
- Consistent partial least squares for nonlinear structural equation models
- A functionally diverse population growth model.
- Estimation of \(\delta = P(X<Y)\) for Burr XII distribution based on the progressively first failure-censored samples
- On random multitraces matrix models
- A hierarchical clustering method for random intervals based on a similarity measure
- On resampling and uncertainty estimation in linear system identification
- On the simple step-stress model for two-parameter exponential distribution
- Bootstrap and empirical likelihood methods in extremes
- A jackknife type approach to statistical model selection
- Robust generalized confidence intervals
- Bootstrap-based estimates of uncertainty in subspace identification methods
- Validation of regression metamodels in simulation: bootstrap approach
- Bias correction for estimated distortion risk measure using the bootstrap
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
- Tail exponent estimation via broadband log density-quantile regression
- Mean estimation in the presence of change points
- Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments
- Some applications of the strong approximation of the integrated empirical copula processes
- 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
- Subsampling (weighted smooth) empirical copula processes
- Empirical tail conditional allocation and its consistency under minimal assumptions
- Bias in Small-Sample Inference With Count-Data Models
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach
- Semiparametric inference on general functionals of two semicontinuous populations
- A large sample study of randomly weighted bootstrap in linear models
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals
- Estimation with multivariate outcomes having nonignorable item nonresponse
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- On distribution function estimation using log-odds interpolation
- A comparative study of the dose-response analysis with application to the target dose estimation
- Exact confidence intervals for the shape parameter of the gamma distribution
- A note on bootstrap for Gupta's subset selection procedure
- Applying the rescaling bootstrap under imputation: a simulation study
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- Direct and approximately valid probabilistic inference on a class of statistical functionals
- A smoothed bootstrap test for independence based on mutual information
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
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