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)
Cited In (only showing first 100 items - show all)
- Asymptotic results in jackknifing nonsmooth functions of the sample mean vector
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model
- Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference-based assumptions
- Resampling based inference for a distribution function using censored ranked set samples
- 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
- Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing
- Accurate bias estimation with applications to focused model selection
- Bootstrapping binary GEV regressions for imbalanced datasets
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- Specification tests for lattice processes
- Identification and estimation of spillover effects in randomized experiments
- 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 joint model for longitudinal outcomes with potential ceiling and floor effects and survival times, with applications to analysis of quality of life data from a cancer clinical trial
- Content-adjusted tolerance intervals via bootstrap calibration
- Study the accuracy of the correlation fractal dimension estimation
- A large sample study of randomly weighted bootstrap in linear models
- Small sample bias correction or bias reduction?
- Estimation with multivariate outcomes having nonignorable item nonresponse
- The generalized sigmoidal quantile function
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models
- 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
- 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
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
- Generalised regression estimation via the bootstrap
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
- Resampling methods for estimating variance in surveys
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- Title not available (Why is that?)
- Form and selection of covariance adjusted estimators in repeated measures models
- Analysis of failure time using threshold regression with semi-parametric varying coefficients
- New model-assisted estimators for the distribution function using the pseudo empirical likelihood method
- Comparison of classical and Bayesian approaches for intervention analysis
- Physiological modeling of isoprene dynamics in exhaled breath
- A jackknife variance estimator under two-fases sampling with unequal probability
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- Robust inference for threshold regression models
- Confidence interval estimation of overlap: equal means case.
- Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
- Sufficient m-out-of-n (m/n) bootstrap
- The resampling method via representative points
- Data generation processes and statistical management of interval data
- Jackknifing two-sample statistics
- Estimating the percentage of food expenditure in small areas using bias-corrected \(P\)-spline based estimators
- Bootstrapping spectra: methods, comparisons and application to knock data
- Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest
- Data-based fuzzy rule test for fuzzy modelling
- A quadratic approximation for jackknife estimators of the variance of sample mean functions
- Nonparametric estimation and test of conditional Kendall's tau under semi-competing risks data and truncated data
- A quadratic bootstrap method and improved estimation in logistic regression.
- On the estimation of spread rate for a biological population
- Semiparametric inference for merged data from multiple data sources
- A higher-order correct fast moving-average bootstrap for dependent data
- Jackknife variance estimator with reimputation for randomly imputed survey data
- Distributed inference for two‐sample U‐statistics in massive data analysis
- Calibrated model-based evidential clustering using bootstrapping
- Testing for serial independence in vector autoregressive models
- A resampling approach to estimation of the linking variance in the Fay–Herriot model
- Copula-Based Models for the Power of Independence Tests
- Multiple comparisons of treatment against control under unequal variances using parametric bootstrap
- A consistent bootstrap procedure for the maximum score estimator
- Online bootstrap confidence intervals for the stochastic gradient descent estimator
- On the sample complexity of the linear quadratic regulator
- Parameter selection methods in inverse problem formulation
- Exceptional thermodynamics: the equation of state of \(G_{2}\) gauge theory
- Adjusting the bias of adaptive sampling estimators of spatial dispersion indexes by the \(\delta\)-method
- Model checking in Tobit regression via nonparametric smoothing
- Goodness-of-fit testing of error distribution in linear measurement error models
- An Efficient Morris Method-Based Framework for Simulation Factor Screening
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- Applying multilevel regression weighting when only population margins are available
- Single index Fréchet regression
- Composite empirical likelihood for multisample clustered data
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Another look at the jackknife: Further examples of generalized bootstrap
- Applying the rescaling bootstrap under imputation for a multistage sampling design
- Bootstrap, or the art of pulling yourself out of a swamp
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- Confidence intervals of the hazard rate function for discrete distributions using mixtures
- Title not available (Why is that?)
- Bootstrap confidence intervals in mixtures of discrete distributions
- A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Bootstrap Inference for Panel Data Quantile Regression
- A bootstrap semiparametric homogeneity test for the distributions of multigroup proportional data, with applications to analysis of quality of life outcomes in clinical trials
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