Random weighting-based quantile estimation via importance resampling
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- scientific article; zbMATH DE number 850920
Cites work
- A simple bootstrap method for time series
- Adaptive resampling algorithms for estimating bootstrap distributions
- Approximation Theorems of Mathematical Statistics
- Asymptotic properties of random weighted empirical distribution function
- Bootstrap quantile estimation via importance resampling
- Computing highly accurate confidence limits from discrete data using importance sampling
- Estimation and test for quantile nonlinear cointegrating regression
- High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
- scientific article; zbMATH DE number 3988480 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
- Importance Sampling for Bootstrap Confidence Intervals
- Nonparametric Quantile Estimation Based on Surrogate Models
- Random weighting \(M\)-estimation for linear errors-in-variables models
- Random weighting estimation of confidence intervals for quantiles
- Random weighting estimation of kernel density
- Random weighting estimation of sampling distributions via importance resampling
- Resampling: an improvement of importance sampling in varying population size models
- Survival analysis. Techniques for censored and truncated data.
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