scientific article; zbMATH DE number 3907556
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Publication:3684987
zbMATH Open0568.62019MaRDI QIDQ3684987FDOQ3684987
Authors: Kesar Singh, G. Jogesh Babu 
Publication date: 1984
Title of this publication is not available (Why is that?)
Recommendations
Edgeworth expansionEfron's bootstrapempirical distribution functionCramér's conditionnon-latticeone term Edgeworth correctionstudentized functions of sample means
Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Central limit and other weak theorems (60F05)
Cited In (39)
- Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and diffusion tensor image analysis
- On distribution function estimation using log-odds interpolation
- A note on bootstrap for Gupta's subset selection procedure
- Second-order correctness of the Poisson bootstrap
- Kesar Singh's contributions to statistical methodology
- Accuracy of the bootstrap approximation
- Bootstrap confidence intervals
- Second-order asymptotic expansion for a non-synchronous covariation estimator
- Subsample and half-sample methods
- Bootstrap approximation to distributions of finite population U-statistics
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function
- Second order optimality of stationary bootstrap
- A note on Edgeworth expansions for the lattice case
- Edgeworth expansions for network moments
- Bootstrap validity for the score test when instruments may be weak
- Edgeworth corrected pivotal statistics and the bootstrap
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data
- A note on bootstrapping the variance of sample quantile
- Asymptotic expansions for sums of block-variables under weak dependence
- On a modified bootstrap for certain asymptotically nonnormal statistics
- Regeneration-based bootstrap for Markov chains
- On the bootstrap and the trimmed mean
- Bootstrap in moving average models
- Bootstrap in Markov-sequences based on estimates of transition density
- Renewal type bootstrap for Markov chains
- Consistency of the reduced bootstrap for sample means
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications
- Edgeworth expansions for sampling without replacement from finite populations
- Variance stabilizing transformations, studentization and the bootstrap
- Double bootstrap for shrinkage estimators
- Asymptotic theory for estimators under random censorship
- Bootstrap for nonstandard cases
- Edgeworth expansions for errors-in-variables models
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
- Title not available (Why is that?)
- Test for homogeneity of random objects on manifolds with applications to biological shape analysis
- On the moving block bootstrap under long range dependence
- On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
- The estimating function bootstrap
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