Subsampling
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(only showing first 100 items - show all)- Analysis of mutual funds' management styles: a modeling, ranking and visualizing approach
- On optimal spatial subsample size for variance estimation
- Modeling heterogeneous treatment effects in the presence of endogeneity
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- Recent developments in bootstrap methodology
- The impact of bootstrap methods on time series analysis
- A general approach to categorizing a continuous scale according to an ordinal outcome
- The impact of the bootstrap on statistical algorithms and theory
- Bidding frictions in ascending auctions
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Estimating Individual Treatment Effect in Observational Data Using Random Forest Methods
- Across-time risk-aware strategies for outperforming a benchmark
- Applications of subsampling, hybrid, and size-correction methods
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
- The bootstrap in threshold regression
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Bootstrap specification tests for diffusion processes
- Subsampling vector autoregressive tests of linear constraints
- Subsampling inference in threshold autoregressive models
- Empirical likelihood block bootstrapping
- Subsampling for continuous-time almost periodically correlated processes
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Non-parametric estimation of conditional tail expectation for long-horizon returns
- Subsampling methods for genomic inference
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification
- Model assessment tools for a model false world
- Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
- High-dimensional inference for linear model with correlated errors
- scientific article; zbMATH DE number 7047641 (Why is no real title available?)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- Computation of maximum likelihood estimates in cyclic structural equation models
- Resampling methods for estimating variance in surveys
- Bootstrapping pre-averaged realized volatility under market microstructure noise
- The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- On optimal block resampling for Gaussian-subordinated long-range dependent processes
- Minimax optimality of permutation tests
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
- Multiscale jump testing and estimation under complex temporal dynamics
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
- Testing constancy in varying coefficient models
- A fast subsampling method for nonlinear dynamic models
- scientific article; zbMATH DE number 1835999 (Why is no real title available?)
- Subsampling weakly dependent time series and application to extremes
- Testing affiliation in private-values models of first-price auctions using grid distributions
- Subsampling needlet coefficients on the sphere
- Empirical likelihood for a long range dependent process subordinated to a Gaussian process
- On linear models with long memory and heavy-tailed errors
- Model based bootstrap methods for interval censored data
- Dependent functional data
- Linear regression for uplift modeling
- Variable selection in neural network regression models with dependent data: a subsampling approach
- Generalised density forecast combinations
- Inference for identifiable parameters in partially identified econometric models
- Comparison of time series using subsampling
- Modeling structural breaks in economic relationships using large shocks
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
- A fine-tuned estimator of a general convergence rate
- A simple specification test for models with many conditional moment inequalities
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs
- Inconsistency of bootstrap: the Grenander estimator
- Theory and statistical properties of quantile data envelopment analysis
- CLT For U-statistics With Growing Dimension
- Mean-Structure and Autocorrelation Consistent Covariance Matrix Estimation
- Consistency of random forests
- Local linear quantile estimation for nonstationary time series
- Optimal linear discriminators for the discrete choice model in growing dimensions
- Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas
- Scaling by subsampling for big data, with applications to statistical learning
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- Recursive estimation of time-average variance constants through prewhitening
- Statistical inference for average treatment effects estimated by synthetic control methods
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Two-sample test based on maximum variance discrepancy
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Nonparametric estimation of a convex bathtub-shaped hazard function
- The lower regression function and testing expectation dependence dominance hypotheses
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Two sample inference for the second-order property of temporally dependent functional data
- Estimation of and inference about the expected shortfall for time series with infinite variance
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Bootstrapping spectra: methods, comparisons and application to knock data
- Subsampling \(p\)-values
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- Detecting departures from meta-ellipticity for multivariate stationary time series
- A robust approach for inference on style analysis coefficients
- A robust test for monotonicity in asset returns
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- A review of empirical likelihood methods for time series
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
- Assessing extrema of empirical principal component functions
- Testing the Markov property with high frequency data
- A unified approach to self-normalized block sampling
- Subsampling high frequency data
- Optimal subsampling for large‐sample quantile regression with massive data
- On the asymptotic theory of subsampling
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