Subsampling
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(only showing first 100 items - show all)- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- An alternative to the \(m\) out of \(n\) bootstrap
- A frequentist understanding of sets of measures
- A goodness of fit test for copulas based on Rosenblatt's transformation
- Cross-sectional dependence robust block bootstrap panel unit root tests
- Bootstrapping an inhomogeneous point process
- K-sample subsampling in general spaces: the case of independent time series
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- An alternative bootstrap to moving blocks for time series regression models
- Testing regions with nonsmooth boundaries via multiscale bootstrap
- Minimum variance rectangular designs for U-statistics.
- Control of generalized error rates in multiple testing
- Local block bootstrap
- Computing confidence intervals for log-concave densities
- Model based bootstrap methods for interval censored data
- 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
- Gradient-based structural change detection for nonstationary time series M-estimation
- Self-normalization: taming a wild population in a heavy-tailed world
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
- Bounding average treatment effects: a linear programming approach
- Periodically correlated modeling by means of the periodograms asymptotic distributions
- Subsampling for nonstationary time series with non-zero mean function
- Tapered block bootstrap for unit root testing
- On the asymptotic distribution of (generalized) Lorenz transvariation measures
- Bootstrap methods for stationary functional time series
- Applications of distance correlation to time series
- Generalized subsampling procedure for non-stationary time series
- A smooth nonparametric approach to determining cut-points of a continuous scale
- Computation of maximum likelihood estimates in cyclic structural equation models
- Convolved subsampling estimation with applications to block bootstrap
- Resampling methods for estimating variance in surveys
- Linear regression for uplift modeling
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Subsampling weakly dependent time series and application to extremes
- On optimal spatial subsample size for variance estimation
- Attributing a probability to the shape of a probability density
- Sensitivity of the bounds on the ATE in the presence of sample selection
- On inference validity of weighted U-statistics under data heterogeneity
- The numerical delta method
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- External bootstrap tests for parameter stability.
- Bootstraps for time series
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- A multiple variance ratio test using subsampling
- Dependent functional data
- Using labeled data to evaluate change detectors in a multivariate streaming environment
- Test for high dimensional covariance matrices
- Testing constancy in varying coefficient models
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
- Bidding frictions in ascending auctions
- Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research
- Optimal linear discriminators for the discrete choice model in growing dimensions
- High-dimensional inference for linear model with correlated errors
- Canonical quantile regression
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
- Adjusted-range self-normalized confidence interval construction for censored dependent data
- The integrated copula spectrum
- On optimal block resampling for Gaussian-subordinated long-range dependent processes
- Minimax optimality of permutation tests
- General and feasible tests with multiply-imputed datasets
- Optimal difference-based variance estimators in time series: a general framework
- Ridge regression revisited: debiasing, thresholding and bootstrap
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- The numerical bootstrap
- Theory and statistical properties of quantile data envelopment analysis
- Information-based optimal subdata selection for big data logistic regression
- Spanning tests for Markowitz stochastic dominance
- Identification of supervised and sparse functional genomic pathways
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks
- 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
- Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data
- Subsampling (weighted smooth) empirical copula processes
- Autoregressive wild bootstrap inference for nonparametric trends
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
- Estimating transformation function
- Quantile regression approach to conditional mode estimation
- Nonparametric Gaussian inference for stable processes
- Asymptotically exact inference in conditional moment inequality~models
- Two sample inference for the second-order property of temporally dependent functional data
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Generalised density forecast combinations
- Nonsingular subsampling for regression S estimators with categorical predictors
- Confidence sets for the maximizers of intensity functions
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals
- Subsampling the distribution of diverging statistics with applications to finance
- Data-based decision rules about the convexity of the support of a distribution
- A nonstandard empirical likelihood for time series
- Block sampling under strong dependence
- A general approach to the joint asymptotic analysis of statistics from sub-samples
- Distribution theory for the Studentized mean for long, short, and negative memory time series
- Testing for separability in structural equations
- Subsampling for continuous-time almost periodically correlated processes
- Computer-intensive rate estimation, diverging statistics and scanning
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
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