Richardson Extrapolation and the Bootstrap
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- Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching
- On distribution function estimation using log-odds interpolation
- Extrapolation for solving a system of weakly singular nonlinear Volterra integral equations of the second kind
- Extrapolation and the bootstrap
- Bootstrap elasticity. II: Corrections and extensions
- Estimateur de Richardson à pas variable
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
- Measuring the algorithmic convergence of randomized ensembles: the regression setting
- Numerical approximation of conditional asymptotic variances using Monte Carlo simulation
- Quantile varying-coefficient structural equation model
- Scaling by subsampling for big data, with applications to statistical learning
- Quantile-based PLS-SEM with bag of little bootstraps
- Estimating the algorithmic variance of randomized ensembles via the bootstrap
- Variable selection in quantile structural equation model with varying coefficients
- Efficient B-spline imputation methods in functional structural equation model with missing data
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