Scalable resampling in massive generalized linear models via subsampled residual bootstrap
From MaRDI portal
Cites work
- A Scalable Bootstrap for Massive Data
- A simple bootstrap method for constructing nonparametric confidence bands for functions
- An introduction to generalized linear models
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap methods: another look at the jackknife
- Bootstrap procedures under some non-i.i.d. models
- Bootstrapping for multivariate linear regression models
- Bootstrapping generalized linear models
- Bootstrapping Lasso estimators
- Bootstrapping logistic regression models with random regressors
- Bootstrapping regression models
- Collinearity diagnostics of binary logistic regression model
- Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
- Distributed inference for quantile regression processes
- Distributed statistical inference for massive data
- scientific article; zbMATH DE number 3885116 (Why is no real title available?)
- scientific article; zbMATH DE number 4213240 (Why is no real title available?)
- scientific article; zbMATH DE number 472938 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- Jackknife, bootstrap and other resampling methods in regression analysis
- On statistics, computation and scalability
- On the asymptotic accuracy of Efron's bootstrap
- Optimal subsampling for large sample logistic regression
- Random forests
- Resampling Fewer Than n Observations: Gains, Losses, and Remedies for Losses
- Resampling methods for dependent data
- Some asymptotic theory for the bootstrap
- Subsampling
- The dependent random weighting
This page was built for publication: Scalable resampling in massive generalized linear models via subsampled residual bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6985728)