A three-stage procedure based on bootstrap critical points
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Publication:5286682
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Cites work
- scientific article; zbMATH DE number 3073499 (Why is no real title available?)
- A Martingale Inequality and the Law of Large Numbers
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Accurate multivariate estimation using triple sampling
- Approximation Theorems of Mathematical Statistics
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Esquentian of the mean by three stage procedure
- Fixed width confidence intervals based on bootstrap procedures
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Second order and \(L^ p\)-comparisons between the boostrap and empirical Edgeworth expansion methodologies
- Some asymptotic theory for the bootstrap
- Theoretical comparison of bootstrap confidence intervals
Cited in
(4)- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
- Estimating process capability index \(C_{PM}\) using a bootstrap sequential sampling procedure
- Fixed width confidence intervals based on bootstrap procedures
- A Three-step Method for Choosing the Number of Bootstrap Repetitions
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