The following pages link to (Q3684987):
Displayed 38 items.
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and diffusion tensor image analysis (Q391675) (← links)
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications (Q393528) (← links)
- A note on bootstrapping the variance of sample quantile (Q579785) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- Asymptotic theory for estimators under random censorship (Q806856) (← links)
- Renewal type bootstrap for Markov chains (Q882927) (← links)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081) (← links)
- Bootstrap approximation to distributions of finite population U-statistics (Q996719) (← links)
- Edgeworth expansions for sampling without replacement from finite populations (Q1074258) (← links)
- A note on Edgeworth expansions for the lattice case (Q1120214) (← links)
- Accuracy of the bootstrap approximation (Q1179291) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Edgeworth expansions for errors-in-variables models (Q1201131) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Bootstrap for nonstandard cases (Q1345563) (← links)
- Variance stabilizing transformations, studentization and the bootstrap (Q1360975) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Second-order correctness of the Poisson bootstrap (Q1578281) (← links)
- Bootstrap confidence intervals (Q1813204) (← links)
- On a modified bootstrap for certain asymptotically nonnormal statistics (Q1897067) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- A note on bootstrap for Gupta's subset selection procedure (Q1987720) (← links)
- Edgeworth expansions for network moments (Q2131253) (← links)
- On distribution function estimation using log-odds interpolation (Q2321772) (← links)
- Consistency of the reduced bootstrap for sample means (Q2494672) (← links)
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II. (Q2569240) (← links)
- Bootstrap in moving average models (Q2641053) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship (Q4036390) (← links)
- Regeneration-based bootstrap for Markov chains (Q4272582) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- (Q5687704) (← links)
- Kesar Singh's contributions to statistical methodology (Q5970306) (← links)
- Test for homogeneity of random objects on manifolds with applications to biological shape analysis (Q6112553) (← links)