The following pages link to (Q3534831):
Displayed 50 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
- Comment on: Subsampling weakly dependent time series and application to extremes (Q1761537) (← links)
- Rejoinder on: Subsampling weakly dependent time series and application to extremes (Q1761538) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- Dependent functional data (Q1952694) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- Nonparametric estimation of time-to-event distribution based on recall data in observational studies (Q2013301) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Function-based hypothesis testing in censored two-sample location-scale models (Q2176318) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- Testing for local covariate trend effects in volatility models (Q2192311) (← links)
- A note on the performance of bootstrap kernel density estimation with small re-sample sizes (Q2244602) (← links)
- Computing confidence intervals from massive data via penalized quantile smoothing splines (Q2291323) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Pitfalls of hypothesis tests and model selection on bootstrap samples: Causes and consequences in biometrical applications (Q2806831) (← links)
- Inference for Optimal Dynamic Treatment Regimes Using an Adaptive <i>m</i> ‐Out‐of‐ <i>n</i> Bootstrap Scheme (Q2861961) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane (Q5066785) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
- Statistical Inference for Average Treatment Effects Estimated by Synthetic Control Methods (Q5146053) (← links)
- A Sequential Significance Test for Treatment by Covariate Interactions (Q5155191) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Subsampling inference for the autocovariances and autocorrelations of long‐memory heavy‐ tailed linear time series (Q5397967) (← links)
- Modified bootstrap consistency rates for \(U\)-quantiles (Q5953978) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q5970332) (← links)
- Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour (Q6064069) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Proportional Hazards Model with a Change Point for Clustered Event Data (Q6079978) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Uniform inference for value functions (Q6108323) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes (Q6144778) (← links)
- Scaling by subsampling for big data, with applications to statistical learning (Q6150548) (← links)
- Optimal Subsampling Bootstrap for Massive Data (Q6190779) (← links)
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model (Q6195479) (← links)