Resampling: consistency of substitution estimators
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Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 1064658 (Why is no real title available?)
- Approximation dans les espaces m�triques et th�orie de l'estimation
- Asymptotic methods in statistical decision theory
- Bootstrap methods in statistics
- Convergence of estimates under dimensionality restrictions
- Estimated sampling distributions: The bootstrap and competitors
- Large sample confidence regions based on subsamples under minimal assumptions
- On estimating a density using Hellinger distance and some other strange facts
- Some asymptotic theory for the bootstrap
Cited in
(19)- Recent developments in bootstrap methodology
- On bootstrap resampling and iteration
- Bootstrap diagnostics and remedies
- Optimal third root asymptotic bounds in the statistical estimation of thresholds
- On general resampling algorithms and their performance in distribution estimation
- Bootstrapping in non-regular smooth function models
- Bootstrapping Lasso-type estimators in regression models
- Bootstrap confidence intervals in mixtures of discrete distributions
- The deficiency introduced by resampling
- An evening spent with Bill van Zwet
- Willem van Zwet's research
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations
- Trimmed likelihood estimators for lifetime experiments and their influence functions
- Bootstrap inference for a class of non-regular estimators
- Nonparametric inference in the accelerated failure time model using restricted means
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities
- A note on methods of restoring consistency to the bootstrap
- Quantile varying-coefficient structural equation model
- A typical copula is singular
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