The following pages link to Subsampling (Q1304189):
Displaying 50 items.
- Confidence sets for persistence diagrams (Q77813) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Testing regions with nonsmooth boundaries via multiscale bootstrap (Q142181) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- Multivariate and multiple permutation tests (Q284300) (← links)
- Testing the Markov property with high frequency data (Q288343) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Instrumental quantile regression inference for structural and treatment effect models (Q291713) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Semiparametric binary regression models under shape constraints with an application to Indian schooling data (Q302104) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Quantile regression with clustered data (Q312355) (← links)
- Quantile regression models for current status data (Q313114) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
- Inference in semiparametric conditional moment models with partial identification (Q341905) (← links)
- Anisotropic Brown-Resnick space-time processes: estimation and model assessment (Q347148) (← links)
- Stability (Q373542) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form (Q466529) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- A general central limit theorem for strong mixing sequences (Q467034) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Specification testing for transformation models with an application to generalized accelerated failure-time models (Q473348) (← links)
- Markov chain Monte Carlo estimation of quantiles (Q485905) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Treatment effect bounds: an application to Swan-Ganz catheterization (Q527935) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Testing affiliation in private-values models of first-price auctions using grid distributions (Q542974) (← links)
- Subsampling needlet coefficients on the sphere (Q605868) (← links)
