The bootstrap and Edgeworth expansion
From MaRDI portal
See the review Zbl 0744.62026.
Cited in
(only showing first 100 items - show all)- Resampling methods for ranked set samples
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Bootstrap prediction intervals for autoregressive time series
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
- Inference via kernel smoothing of bootstrap \(P\) values
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- Representing uncertainty about response paths: the use of heuristic optimisation methods
- Simultaneous confidence intervals based on the percentile bootstrap approach
- Approximate regenerative-block bootstrap for Markov chains
- Confidence interval estimating procedures for standardized incidence rates
- A conditional bootstrap procedure for reconstruction of the incubation period of AIDS
- On robustness properties of bootstrap approximations
- The periodogram at the Fourier frequencies
- Estimation using hybrid censored data from a two-parameter distribution with bathtub shape
- Nonparametric variable selection and classification: the CATCH algorithm
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
- Nonparametric confidence intervals for ranked set samples
- Edgeworth expansions for profiles of lattice branching random walks
- Bootstrap bias corrections for ensemble methods
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates
- Bootstrap inference for misspecified moment condition models
- New distribution theory for the estimation of structural break point in mean
- A modified bootstrap for branching processes with immigration
- Improved confidence regions based on Edgeworth expansions
- Universal sieve-based strategies for efficient estimation using machine learning tools
- A note on bootstrap for Gupta's subset selection procedure
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Bayesian estimation for misclassification rate in linear discriminant analysis
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap
- Statistical inference on the Hilbert sphere with application to random densities
- Smooth bootstrapping of copula functionals
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- On the validity of the formal Edgeworth expansion for posterior densities
- The fast iterated bootstrap
- Higher-order accuracy of multiscale-double bootstrap for testing regions
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- Nonparametric confidence regions for the central orientation of random rotations
- Asymptotic expansion of the sample correlation coefficient under nonnormality
- Interval estimation of the ruin probability in the classical compound Poisson risk model
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
- A conversation with Piet Groeneboom
- Bayesian estimation of the reliability characteristic of Shanker distribution
- LM tests of spatial dependence based on bootstrap critical values
- Optimal jackknife for unit root models
- Empirical likelihood for regression discontinuity design
- A new test of independence for bivariate observations
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
- Estimating conditional means with heavy tails
- Edgeworth expansion for the pre-averaging estimator
- Bootstrap in semi-functional partial linear regression under dependence
- Location-adjusted Wald statistics for scalar parameters
- A note on bootstrap confidence intervals for proportions
- Estimation of statistical binding properties of ligand population during in vitro selection based on population dynamics theory
- Ordered inference using observed confidence levels
- Distribution theory for the Studentized mean for long, short, and negative memory time series
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
- Edgeworth expansions for two point estimators of the proportion of measures
- Empirical likelihood in a regression model with noised variables
- On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- A one-factor conditionally linear commodity pricing model under partial information
- Bootstrap specification tests for diffusion processes
- Cluster-robust inference: a guide to empirical practice
- Asymptotic expansion and estimates of Wiener functionals
- Joint confidence sets for structural impulse responses
- Exponentially tilted empirical distribution function for ranked set samples
- Asymptotic and bootstrap inference for inequality and poverty measures
- Income distribution and inequality measurement: the problem of extreme values
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Impulse response matching estimators for DSGE models
- Bootstrap elasticity. II: Corrections and extensions
- Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications
- scientific article; zbMATH DE number 176099 (Why is no real title available?)
- A fast procedure for calculating importance weights in bootstrap sampling
- Smoothed and iterated bootstrap confidence regions for parameter vectors
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- A new permutation test statistic for K‐sample multivariate designs
- A review of empirical likelihood methods for time series
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Large deviations for bootstrapped empirical measures
- Identification and shape restrictions in nonparametric instrumental variables estimation
- BLOCKCHAIN DOUBLE-SPEND ATTACK DURATION
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
- Testing equivalence of multinomial distributions
- A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
- Bootstrapping realized multivariate volatility measures
- Applications of the Fractional-Random-Weight Bootstrap
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators
- Bootstrap inference for a class of non-regular estimators
- Multivariate density estimation for interval‐censored data with application to a forest fire modelling problem
- Goodness-of-fit test for stochastic processes using even empirical moments statistic
- The resampling method via representative points
- Small sample adjustment for hypotheses testing on cointegrating vectors
- Multiple comparisons of treatment against control under unequal variances using parametric bootstrap
This page was built for publication: The bootstrap and Edgeworth expansion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5917652)
