The jackknife and bootstrap
From MaRDI portal
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)
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 PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
- 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
- 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 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
- Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
- 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
- Testing equivalence of survival before but not after end of follow-up
- 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
This page was built for publication: The jackknife and bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896567)