Pages that link to "Item:Q1896250"
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The following pages link to Large sample confidence regions based on subsamples under minimal assumptions (Q1896250):
Displayed 50 items.
- Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification (Q143142) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- Identification and estimation of statistical functionals using incomplete data (Q291710) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Stability (Q373542) (← links)
- Testing for spatial isotropy under general designs (Q413348) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Subsampling high frequency data (Q530605) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Nonparametric estimation of a convex bathtub-shaped hazard function (Q605882) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- Robust subsampling (Q738145) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- Regularization in statistics (Q882931) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods (Q959355) (← links)
- Balancing type one and two errors in multiple testing for differential expression of genes (Q961320) (← links)
- On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
- On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Confidence sets for split points in decision trees (Q995416) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- Comparison of two treatments and inconsistency of bootstrap (Q1046221) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)