Pages that link to "Item:Q1169223"
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The following pages link to On the asymptotic accuracy of Efron's bootstrap (Q1169223):
Displaying 50 items.
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- Multi-scale detection of rate changes in spike trains with weak dependencies (Q146398) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Normal approximation and smoothness for sums of means of lattice-valued random variables (Q373527) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- A partial overview of the theory of statistics with functional data (Q389287) (← links)
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications (Q393528) (← links)
- Jackknifed random weighting for Cox proportional hazards model (Q424323) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- A note on bootstrapping the variance of sample quantile (Q579785) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- One-sided confidence intervals for population variances of skewed distributions (Q629096) (← links)
- A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- The random weighting estimate of quantile process (Q707343) (← links)
- Bootstrap in functional linear regression (Q710808) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Laws of large numbers for bootstrapped U-statistics (Q789847) (← links)
- Functional limit theorems for inverse bootstrap processes of sample quantiles (Q808578) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Asymptotic properties of sample quantiles from a finite population (Q907091) (← links)
- Saddlepoint approximations in resampling analysis (Q916239) (← links)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081) (← links)
- Weak convergence of the maximum error of the bootstrap quantile estimate (Q923544) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Bootstrap of deviation probabilities with applications (Q990896) (← links)
- Random weighted bootstrap method for recurrent events with informative censoring (Q995967) (← links)
- Bootstrap approximation to distributions of finite population U-statistics (Q996719) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
- A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Edgeworth expansions for sampling without replacement from finite populations (Q1074258) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- On some representations of the bootstrap (Q1111282) (← links)
