Recent developments in bootstrap methodology
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3850298 (Why is no real title available?)
- scientific article; zbMATH DE number 3860238 (Why is no real title available?)
- scientific article; zbMATH DE number 3978129 (Why is no real title available?)
- scientific article; zbMATH DE number 3660622 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 788233 (Why is no real title available?)
- scientific article; zbMATH DE number 788235 (Why is no real title available?)
- scientific article; zbMATH DE number 1406063 (Why is no real title available?)
- A decision-theoretic generalization of on-line learning and an application to boosting
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- A note on methods of restoring consistency to the bootstrap
- Analyzing bagging
- Approximations for densities of sufficient estimators
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Bagging predictors
- Better Bootstrap Confidence Intervals
- Biased Bootstrap Methods for Reducing the Effects of Contamination
- Boosting the margin: a new explanation for the effectiveness of voting methods
- Bootstrap Approximations in Model Checks for Regression
- Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Bootstrap diagnostics and remedies
- Bootstrap methods: another look at the jackknife
- Bootstraps for time series
- Conditionality resolutions
- Diagnosing bootstrap success
- Empirical likelihood
- Empirical likelihood as a goodness-of-fit measure
- Empirical likelihood ratio confidence intervals for a single functional
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
- Heuristics of instability and stabilization in model selection
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Impact of the bootstrap on sample surveys
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Intentionally Biased Bootstrap Methods
- Jackknife, bootstrap and other resampling methods in regression analysis
- Least Squares Variogram Fitting by Spatial Subsampling
- Likelihood as approximate pivotal distribution
- Likelihood methods in statistics
- Local ancillarity
- Miscellanea. Bartlett adjustment of empirical discrepancy statistics
- More accurate confidence intervals in exponential families
- Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
- Notions of Limiting P Values Based on Data Depth and Bootstrap
- On Bootstrap Iteration for Coverage Correction in Confidence Intervals
- On a formula for the distribution of the maximum likelihood estimator
- On the asymptotic accuracy of Efron's bootstrap
- On the bootstrap and confidence intervals
- On the impact of bootstrap in survey sampling and small-area estimation
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Prepivoting by weighted bootstrap iteration
- Prepivoting to reduce level error of confidence sets
- Resampling a coverage pattern
- Resampling and exchangeable arrays
- Resampling: consistency of substitution estimators
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Significance testing in nonparametric regression based on the bootstrap.
- Simple and accurate one-sided inference from signed roots of likelihood ratios
- Simulated power functions
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Some asymptotic theory for the bootstrap
- Standard Errors of Prediction in Generalized Linear Mixed Models
- Statistical Models
- Subsampling
- Test Inversion Bootstrap Confidence Intervals
- Test of Significance When Data Are Curves
- The bootstrap and Edgeworth expansion
- The impact of bootstrap methods on time series analysis
- The impact of the bootstrap on statistical algorithms and theory
- The jackknife and bootstrap
- The problem of regions
Cited in
(42)- Improving coverage probabilities for parametric tolerance intervals via bootstrap calibration
- A note on unequal probability sampling in bootstrap sampling
- Second thoughts on the bootstrap
- The impact of the bootstrap on statistical algorithms and theory
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Beyond first-order asymptotics for Cox regression
- Wavelet-based bootstrapping of spatial patterns on a finite lattice
- On the bootstrap for Moran's \(I\) test for spatial dependence
- Modern Likelihood‐Frequentist Inference
- scientific article; zbMATH DE number 1375595 (Why is no real title available?)
- Parallel bootstrap and optimal subsample lengths in smooth function models
- Nonparametric bootstrapping for hierarchical data
- Modeling extreme events: univariate and multivariate data-driven approaches. EVA (2023) Conference Data Challenge: team genEVA
- Multi-service multi-facility network design under uncertainty
- On stability issues in deriving multivariable regression models
- The numerical bootstrap
- scientific article; zbMATH DE number 1313662 (Why is no real title available?)
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
- Selection of variables for multivariable models: opportunities and limitations in quantifying model stability by resampling
- Diagnosing bootstrap success
- Out-of-bag estimation of the optimal sample size in bagging
- Recent Developments in Bootstrap Methods for Dependent Data
- Applying a multi-strain dengue model to epidemics data
- Testing for correlation between two time series using a parametric bootstrap
- A short prehistory of the bootstrap
- Introduction to the bootstrap world
- A bias correction and acceleration approach for the problem of regions
- Two new data-dependent choices of \(m\) when applying the \(m\)-out-of-\(n\) bootstrap to hypothesis testing
- An alternative to the \(m\) out of \(n\) bootstrap
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
- Sufficient bootstrapping
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- Confidence bounds for nonlinear dose-response relationships
- Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
- Testing regions with nonsmooth boundaries via multiscale bootstrap
- A geometric approach for computing tolerance bounds for elastic functional data
- Negative binomial graphical model with excess zeros
- A wild bootstrap approach for nonparametric repeated measurements
- Estimating the conditional variance ofY, givenX, in a simple regression model
- Bootstrap -- an exploration
This page was built for publication: Recent developments in bootstrap methodology
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5965013)
