The following pages link to (Q3580363):
Displaying 5 items.
- Bootstrapping the operator norm in high dimensions: error estimation for covariance matrices and sketching (Q2108486) (← links)
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean (Q2440602) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- Measuring the Algorithmic Convergence of Randomized Ensembles: The Regression Setting (Q5037548) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
