Subsampling
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(only showing first 100 items - show all)- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- A review of distributed statistical inference
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
- Bootstrap methods for stationary functional time series
- CLT For U-statistics With Growing Dimension
- Subsampling for nonstationary time series with non-zero mean function
- A specification test for dynamic conditional distribution models with function-valued parameters
- Bootstrapping an inhomogeneous point process
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Bootstrapping spectra: methods, comparisons and application to knock data
- \(K\)-sample subsampling in general spaces: the case of independent time series
- High-dimensional estimation of quadratic variation based on penalized realized variance
- Subsampling \(p\)-values
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- A frequentist understanding of sets of measures
- Block bootstrap for periodic characteristics of periodically correlated time series
- Generalized subsampling procedure for non-stationary time series
- A random forest guided tour
- Maximum likelihood estimation of stochastic frontier models with endogeneity
- Combining multiple observational data sources to estimate causal effects
- Robust subsampling
- Subsampling for continuous-time almost periodically correlated processes
- Minimum variance rectangular designs for U-statistics.
- Caratheodory-Tchakaloff Subsampling
- Modeling structural breaks in economic relationships using large shocks
- Inference of Breakpoints in High-dimensional Time Series
- Weakly supervised clustering: learning fine-grained signals from coarse labels
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
- Local block bootstrap
- A weak convergence result for sequential empirical processes under weak dependence
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- Confidence sets for the maximizers of intensity functions
- A tuning parameter free test for properties of space-time covariance functions
- The numerical bootstrap
- Subsampling the distribution of diverging statistics with applications to finance
- Out-of-bag estimation of the optimal sample size in bagging
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Spectral Inference under Complex Temporal Dynamics
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Bootstrapping density-weighted average derivatives
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes
- Subsampling and model selection in time series analysis
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs
- Wild bootstrap of the sample mean in the infinite variance case
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
- Model assessment tools for a model false world
- Bootstrap inference for a class of non-regular estimators
- A multiple variance ratio test using subsampling
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
- Complexity-penalized estimation of minimum volume sets for dependent data
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- The slow convergence of ordinary least squares estimators of \(\alpha, \beta\) and portfolio weights under long-memory stochastic volatility
- Adjusted-range self-normalized confidence interval construction for censored dependent data
- Subsampling (weighted smooth) empirical copula processes
- Computation of maximum likelihood estimates in cyclic structural equation models
- Resampling methods for estimating variance in surveys
- Estimating transformation function
- Tapered block bootstrap for unit root testing
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
- A dual approach to inference for partially identified econometric models
- The numerical delta method
- Simulation and application of subsampling for threshold autoregressive moving-average models
- Attributing a probability to the shape of a probability density
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Gradient-based structural change detection for nonstationary time series M-estimation
- Self-normalization: taming a wild population in a heavy-tailed world
- Canonical quantile regression
- Nonsingular subsampling for regression S estimators with categorical predictors
- Information-based optimal subdata selection for big data logistic regression
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
- Data-based decision rules about the convexity of the support of a distribution
- Bootstrapping persistent Betti numbers and other stabilizing statistics
- On optimal block resampling for Gaussian-subordinated long-range dependent processes
- Minimax optimality of permutation tests
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods
- Theory and statistical properties of quantile data envelopment analysis
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research
- Applications of distance correlation to time series
- Dependent functional data
- General and feasible tests with multiply-imputed datasets
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- External bootstrap tests for parameter stability.
- Optimal linear discriminators for the discrete choice model in growing dimensions
- Dealing with the biased effects issue when handling huge datasets: the case of INVALSI data
- Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
- On inference validity of weighted U-statistics under data heterogeneity
- Unsupervised self-normalized change-point testing for time series
- Linear regression for uplift modeling
- Convolved subsampling estimation with applications to block bootstrap
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression
- Sensitivity of the bounds on the ATE in the presence of sample selection
- Bounding average treatment effects: a linear programming approach
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- On the asymptotic distribution of (generalized) Lorenz transvariation measures
- Optimal difference-based variance estimators in time series: a general framework
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