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
- New model-assisted estimators for the distribution function using the pseudo empirical likelihood method
- Comparison of classical and Bayesian approaches for intervention analysis
- 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
- The resampling method via representative points
- 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
- Estimation of δ=P(X<Y) for Burr XII distribution based on the progressively first failure-censored samples
- 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
- Multiple comparisons of treatment against control under unequal variances using parametric bootstrap
- 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
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- A short prehistory of the bootstrap
- 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
- 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
- Copula modeling of receiver operating characteristic and predictiveness curves
- 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.
- 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
- Using a monotonic density ratio model to increase the power of the goodness-of-fit test for logistic regression models with case-control data
- Robust generalized confidence intervals
- Bootstrap-based estimates of uncertainty in subspace identification methods
- Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference-based assumptions
- 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
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA
- 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
- 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
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