On the choice of m in the m out of n bootstrap and confidence bounds for extrema
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Publication:3534831
Authors: P. J. Bickel, Anat Sakov 
Publication date: 5 November 2008
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J18N3/J18N38/J18N38.html
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- A Sequential Significance Test for Treatment by Covariate Interactions
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- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
- Comment on: Subsampling weakly dependent time series and application to extremes
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- Uniform inference for value functions
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- Subsampling inference for the mean of heavy-tailed long-memory time series
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
- Empirical tail conditional allocation and its consistency under minimal assumptions
- Quantile varying-coefficient structural equation model
- Modified bootstrap consistency rates for \(U\)-quantiles
- Estimating high quantiles based on dependent circular data
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