The jackknife estimate of variance

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Variance inequalities using first derivatives
A test for the two-sample problem based on empirical characteristic functions
Poisson-Voronoi approximation
A geometric property of the sample mean and residuals
Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting
Convergence of optimal stochastic bin packing
Martingale inequalities and the jackknife estimate of variance
Two-stage and fully sequential determination of estimator as well as sample size
A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable
An alternative way to compute Fourier amplitude sensitivity test (FAST).
Euclidean semi-matchings of random samples
Covariances of symmetric statistics
Scrambling Sobol' and Niederreiter-Xing points
A quadratic approximation for jackknife estimators of the variance of sample mean functions
On the variance of the trimmed mean
Robust finite-intersection tests for homogeneity of ordered variances
Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance
Scrambled net variance for integrals of smooth functions
The iterated jackknife estimate of variance
The properties of the cross-match estimate and split sampling
Concentration inequalities using the entropy method
Random polytopes and the Efron-Stein jackknife inequality.
Efficient input-output model representations
Analysis of variance designs for model output
Evaluating prediction uncertainty in simulation models
A nearest neighbor estimate of the residual variance
Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization
Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
On the fundamental conjecture of HDMR: a Fourier analysis approach
Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
Methods for estimation of convex sets
Adjustments of multi-sample U-statistics to right censored data and confounding covariates
A Bernstein-type inequality for functions of bounded interaction
A global tolerance approach to sensitivity analysis in linear programming
A matrix variance inequality
A new method for bounding rates of convergence of empirical spectral distributions
Moment inequalities for functions of independent random variables
The RSW theorem for continuum percolation and the CLT for Euclidean minimal spanning trees
Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics
On cross-validation in kernel and partitioning regression estimation.
Hoeffding-ANOVA decompositions for symmetric statistics of exchangeable observations.
Liberating the weights
Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
On the variance of random polytopes
On the variance of quadrature over scrambled nets and sequences
On the separability of multivariate functions
Derivative-based generalized sensitivity indices and Sobol' indices
Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
Optimal quantitative estimates in stochastic homogenization for elliptic equations in nondivergence form
A general class of linearly extrapolated variance estimators
Asymptotic properties on high-dimensional multivariate regression M-estimation
Local metrics of the Gaussian free field
Sparse harmonic transforms. II: Best \(s\)-term approximation guarantees for bounded orthonormal product bases in sublinear-time
Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
Testing the equality of a large number of means of functional data
Maximal correlation and monotonicity of free entropy and of Stein discrepancy
Product-form estimators: exploiting independence to scale up Monte Carlo
Weak derivative-based expansion of functions: ANOVA and some inequalities
Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
Screening: from tornado diagrams to effective dimensions
The multivariate functional de Jong CLT
Jackknife for nonlinear estimating equations
Metastable behavior of weakly mixing Markov chains: the case of reversible, critical zero-range processes
Broadcasting on random recursive trees
Sedimentation of random suspensions and the effect of hyperuniformity
SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations
Asymptotic covariance estimation by Gaussian random perturbation
Rates of convergence for random forests via generalized U-statistics
Extreme eigenvalues of nonlinear correlation matrices with applications to additive models
Edgeworth approximations for distributions of symmetric statistics
Global sensitivity analysis in epidemiological modeling
Stochastic isogeometric analysis in linear elasticity
Quantifying forcing uncertainties in the hydrodynamics of the Gironde estuary
Global sensitivity analysis: a Bayesian learning based polynomial chaos approach
Comment: Models are approximations!
Multiscale functional inequalities in probability: constructive approach
Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
Kernel density estimates in a non-standard situation
Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
Crossed-derivative based sensitivity measures for interaction screening
Classical and quantum mechanical models of many-particle systems. Abstracts from the workshop held November 29 -- December 5, 2020 (online meeting)
Subsampling extremes: from block maxima to smooth tail estimation
Contribution to the theory of Pitman estimators
Applications of the worldline Monte Carlo formalism in quantum mechanics
RCRnorm: an integrated system of random-coefficient hierarchical regression models for normalizing nanostring nCounter data
Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
Parseval inequalities and lower bounds for variance-based sensitivity indices
The tail dependograph
Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation
Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances
Effective discrepancy and numerical experiments
Gaussian bounds for noise correlation of functions
Sensitivity analysis with finite changes: an application to modified EOQ models
Effective resistance of random trees
Dimension reduction for pricing options under multidimensional Lévy processes
Local tail bounds for functions of independent random variables
Strong universal consistency of smooth kernel regression estimates
Control variates for quasi-Monte Carlo (with comments and rejoinder)
Theoretical and empirical estimates of mean-variance portfolio sensitivity

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