Pages that link to "Item:Q5905499"

The following pages link to The bootstrap and Edgeworth expansion (Q5905499):

Displaying 50 items.

• The wild bootstrap, tamed at last (Q90678) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
• Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
• ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
• Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling (Q142180) (← links)
• Testing regions with nonsmooth boundaries via multiscale bootstrap (Q142181) (← links)
• Control of generalized error rates in multiple testing (Q155664) (← links)
• Rates of convergence in normal approximation under moment conditions via new bounds on solutions of the Stein equation (Q270213) (← links)
• Resampling methods in econometrics (Q275241) (← links)
• The power of bootstrap and asymptotic tests (Q275244) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Bootstrapping GMM estimators for time series (Q275250) (← links)
• Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
• Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
• On the second-order properties of empirical likelihood with moment restrictions (Q289167) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Bagging binary and quantile predictors for time series (Q291866) (← links)
• Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Edgeworth expansions and normalizing transforms for inequality measures (Q302159) (← links)
• Reliable inference for the Gini index (Q302160) (← links)
• Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
• Non-asymptotic results for Cornish-Fisher expansions (Q341743) (← links)
• A strong large deviation theorem (Q359869) (← links)
• Density estimates of low bias (Q361878) (← links)
• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• An empirical likelihood method for semiparametric linear regression with right censored data (Q382603) (← links)
• Volatility occupation times (Q385768) (← links)
• Nonparametric two-sample tests on homogeneous Riemannian manifolds, Cholesky decompositions and diffusion tensor image analysis (Q391675) (← links)
• Bias-corrected AIC for selecting variables in multinomial logistic regression models (Q414719) (← links)
• Confidence intervals for probability density functions under associated samples (Q434564) (← links)
• Bootstrapping in non-regular smooth function models (Q444959) (← links)
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Likelihood-based approaches for multivariate linear models under inequality constraints for incomplete data (Q453002) (← links)
• An expansion for the maximum likelihood estimator of location and its distribution function (Q462987) (← links)
• Two sample tests for mean 3D projective shapes from digital camera images (Q479163) (← links)
• Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean (Q486146) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• Hypothesis test on response mean with inequality constraints under data missing when covariables are present (Q513685) (← links)