The following pages link to Subsampling (Q1304189):
Displayed 42 items.
- Testing regions with nonsmooth boundaries via multiscale bootstrap (Q142181) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs (Q705182) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Out-of-bag estimation of the optimal sample size in bagging (Q733150) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- Stable marked point processes (Q997384) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- A frequentist understanding of sets of measures (Q1011528) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Minimum variance rectangular designs for U-statistics. (Q1421945) (← links)
- Local block bootstrap (Q1565905) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Attributing a probability to the shape of a probability density (Q1766129) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Bootstraps for time series (Q1872593) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Confidence sets for the maximizers of intensity functions (Q2386159) (← links)
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals (Q2427167) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Assessing extrema of empirical principal component functions (Q2500461) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Some properties of weakly approaching sequences of distributions (Q2576378) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- Goodness of fit tests with interval censored data (Q4455946) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. (Q5958691) (← links)