Importance sampling and the nested bootstrap
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Publication:3828890
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- Two-sample importance resampling for the bootstrap
Cited in
(18)- EFFICIENT BOOTSTRAP RESAMPLING FOR DEPENDENT DATA
- On two-stage Monte Carlo tests of composite hypotheses
- Importance Sampling for Bootstrap Confidence Intervals
- Comparing Biweight Measures of Location in the Two-Sample Problem
- A Weighted Bootstrap Approach to Bootstrap Iteration
- Higher-order accuracy of multiscale-double bootstrap for testing regions
- Edgeworth expansions and normalizing transforms for inequality measures
- scientific article; zbMATH DE number 774867 (Why is no real title available?)
- A fast procedure for calculating importance weights in bootstrap sampling
- Estimating probabilities from invariant permutation distributions
- Accurate and efficient double-bootstrap confidence limit method
- Richardson Extrapolation and the Bootstrap
- Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- Two-sample importance resampling for the bootstrap
- scientific article; zbMATH DE number 1943906 (Why is no real title available?)
- Efficient bootstrap methods: A review
- On characteristic function-based bootstrap tests
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