A note on proving that the (modified) bootstrap works

From MaRDI portal
Publication:3761482

DOI10.1080/03610928608829303zbMath0623.62041OpenAlexW2084274497MaRDI QIDQ3761482

Jan W. H. Swanepoel

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829303




Related Items (34)

Uncertainty quantification for the family-wise error rate in multivariate copula modelsBootstrapping sample quantiles of discrete dataKernel estimation of the density of a statisticTwo new data-dependent choices ofmwhen applying them-out-of-nbootstrap to hypothesis testingOn bootstrap estimation of the distribution of the Studentized meanUniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statisticsConfidence intervals for endpoints of a c.d.f. via bootstrapBootstrapping endpointOn a new test for autocorrelation in regression models under nonnormalityOn the low intensity bootstrap for triangular arrays of independent identically distributed random variablesSufficient m-out-of-n (m/n) bootstrapLarge sample behavior of the Bernstein copula estimatorGeneral \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parametersMultivariate multiple test procedures based on nonparametric copula estimationASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAPOn the asymptotic theory of new bootstrap confidence boundsConfidence intervals based on estimators with unknown rates of convergenceBootstrap with larger resample size for root-\(n\) consistent density estimation with time series dataSubsampling (weighted smooth) empirical copula processesA modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrapModified bootstrap consistency rates for \(U\)-quantilesBootstrap Sample Size in Nonregular CasesASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELSOut-of-bag estimation of the optimal sample size in baggingThe impact of bootstrap methods on time series analysisBootstrap estimation of the asymptotic variances of statistical functionalsNonparametric estimation of the ROC curve based on the Bernstein polynomialA modified bootstrap estimator for the mean of an asymmetric distributionOn the bootstrap and the moving block bootstrap for the maximum of a stationary processA tail bootstrap procedure for estimating the tail Pareto-indexA bootstrap approximation to the joint distribution of sum and maximum of a stationary sequenceSubsampling bootstrap in network DEAInference for Optimal Dynamic Treatment Regimes Using an Adaptive m ‐Out‐of‐ n Bootstrap SchemeVariance estimation for sample quantiles using the \(m\) out of \(n\) bootstrap



Cites Work


This page was built for publication: A note on proving that the (modified) bootstrap works