Pages that link to "Item:Q1147462"
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The following pages link to Some asymptotic theory for the bootstrap (Q1147462):
Displaying 50 items.
- ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
- Testing regions with nonsmooth boundaries via multiscale bootstrap (Q142181) (← links)
- Discrete versions of the transport equation and the Shepp-Olkin conjecture (Q272953) (← links)
- Identification and estimation with contaminated data: when do covariate data sharpen inference? (Q274890) (← links)
- Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
- Amplitude and phase variation of point processes (Q282475) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Identification and estimation of statistical functionals using incomplete data (Q291710) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- The mathematical work of Evarist Giné (Q335631) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Stability (Q373542) (← links)
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel (Q373683) (← links)
- The empirical cost of optimal incomplete transportation (Q378795) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Information based model selection criteria for generalized linear mixed models with unknown variance component parameters (Q391541) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Test of symmetry based on copula function (Q413392) (← links)
- Similarity of samples and trimming (Q418241) (← links)
- \(K\)-sample tests for equality of variances of random fuzzy sets (Q433261) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean (Q486146) (← links)
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Uniqueness and approximate computation of optimal incomplete transportation plans (Q537127) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- Approximation by log-concave distributions, with applications to regression (Q548533) (← links)
- A note on bootstrapping the variance of sample quantile (Q579785) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping (Q623062) (← links)
- Nonparametric and semiparametric optimal transformations of markers (Q642230) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- On the negative association property for the dependent bootstrap random variables (Q694385) (← links)
- Bootstrap in functional linear regression (Q710808) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Bootstrapping divergence statistics for testing homogeneity in multinomial populations (Q730852) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
