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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- 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
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
- Inference of δ = P(X < Y) for Burr XII distributions with record samples
- Generalised regression estimation via the bootstrap
- Maximum likelihood estimation for survey data with informative interval censoring
- 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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- Form and selection of covariance adjusted estimators in repeated measures models
- 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
- Simple analysis of non-Markov models: A case study on heart transplant data
- Robust inference for threshold regression models
- Applications of the Fractional-Random-Weight Bootstrap
- 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
- 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
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- On jackknifing the symmetrized Tyler matrix
- Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
- Bootstrapping spectra: methods, comparisons and application to knock data
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- 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
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Jackknife variance estimator with reimputation for randomly imputed survey data
- EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
- Generalized inductive item tree analysis
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model
- Calibrated model-based evidential clustering using bootstrapping
- Testing for serial independence in vector autoregressive models
- Confidence intervals for the mean of a population containing many zero values under unequal-probability sampling
- Copula-Based Models for the Power of Independence Tests
- A consistent bootstrap procedure for the maximum score estimator
- Online bootstrap confidence intervals for the stochastic gradient descent estimator
- Sequential determination of the number of bootstrap samples
- 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
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
- Semiparametric fractional imputation using empirical likelihood in survey sampling
- Asymptotic efficiency of randomly weighted bootstrap for linear models
- Model checking in Tobit regression via nonparametric smoothing
- Goodness-of-fit testing of error distribution in linear measurement error models
- Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
- Large-sample inference in the general AR(1) model
- An Efficient Morris Method-Based Framework for Simulation Factor Screening
- On multivariate smoothed bootstrap consistency
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- Composite empirical likelihood for multisample clustered data
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
- 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
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