Cover Image

Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Miaoshiqi, Zhou, Zhou
Format:	Preprint
Published:	2023
Subjects:	Methodology Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality
by: Liu, Miaoshiqi, et al.
Published: (2025)

Simultaneous Inference for Nonlinear Time Series, a Sieve M-regression Approach
by: Luo, Tianpai, et al.
Published: (2026)

Bootstrap inference for linear regression between variables that are never jointly observed: application in in vivo experiments
by: Arsenteva, Polina, et al.
Published: (2024)

Deep neural expected shortfall regression with tail-robustness
by: Yu, Myeonghun, et al.
Published: (2025)

Asymptotic properties of the MLE in distributional regression under random censoring
by: Kremling, Gitte, et al.
Published: (2025)

Uncertainty quantification of synchrosqueezing transform under complicated nonstationary noise
by: Wu, Hau-Tieng, et al.
Published: (2025)

Optimal Cox regression under federated differential privacy: coefficients and cumulative hazards
by: Hung, Elly K. H., et al.
Published: (2025)

Bayesian Conformal Prediction via the Bayesian Bootstrap
by: Gibson, Graham
Published: (2025)

AR-sieve Bootstrap for High-dimensional Time Series
by: Bi, Daning, et al.
Published: (2021)

Bayesian change-plane regression
by: Ohnishi, Yuki, et al.
Published: (2026)

Asymptotics of cut distributions and robust modular inference using Posterior Bootstrap
by: Pompe, Emilia, et al.
Published: (2021)

High Dimensional Bootstrap and Asymptotic Expansion for the $k$-th Largest Coordinate
by: Feng, Long
Published: (2026)

Optimal heteroskedasticity testing in nonparametric regression
by: Kotekal, Subhodh, et al.
Published: (2023)

Unbiased Risk Estimation in the Normal Means Problem via Coupled Bootstrap Techniques
by: Oliveira, Natalia L., et al.
Published: (2021)

On a Probability Inequality for Order Statistics with Applications to Bootstrap, Conformal Prediction, and more
by: Paul, Manit, et al.
Published: (2026)

Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023)

Fusion regression methods with repeated functional data
by: Moindjié, Issam-Ali, et al.
Published: (2023)

Nonparametric quantile regression for spatio-temporal processes
by: Deb, Soudeep, et al.
Published: (2024)

Asymptotically-exact selective inference for quantile regression
by: Wang, Yumeng, et al.
Published: (2024)

Bayesian $L_{\frac{1}{2}}$ regression
by: Ke, Xiongwen, et al.
Published: (2021)

Regularized zero-inflated Bernoulli regression model
by: Ndoye, Mouhamed, et al.
Published: (2025)

Residual permutation test for regression coefficient testing
by: Wen, Kaiyue, et al.
Published: (2022)

High-dimensional regression with a count response
by: Zilberman, Or, et al.
Published: (2024)

Unbiased Test Error Estimation in the Poisson Means Problem via Coupled Bootstrap Techniques
by: Oliveira, Natalia L., et al.
Published: (2022)

Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
by: Cattaneo, Matias D., et al.
Published: (2023)

Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals
by: Wang, Yiren, et al.
Published: (2021)

Testing for no effect in regression problems: a permutation approach
by: Ciszewski, Michał, et al.
Published: (2023)

Posterior Uncertainty for Targeted Parameters in Bayesian Bootstrap Procedures
by: Sabbagh, Magid, et al.
Published: (2026)

Neumann-series corrections for regression adjustment in randomized experiments
by: Song, Dogyoon
Published: (2025)

Design-based finite-sample analysis for regression adjustment
by: Song, Dogyoon
Published: (2025)

A multivariate spatial regression model using signatures
by: Frévent, Camille, et al.
Published: (2024)

Gaussian and bootstrap approximations for functional principal component regression
by: Yeon, Hyemin
Published: (2026)

Dynamic Factor Analysis of High-dimensional Recurrent Events
by: Chen, Fangyi, et al.
Published: (2024)

Bootstrapping the Cross-Validation Estimate
by: Cai, Bryan, et al.
Published: (2023)

Valid and efficient possibilistic structure learning in Gaussian linear regression
by: Martin, Ryan, et al.
Published: (2025)

Series ridge regression for spatial data on $\mathbb{R}^d$
by: Kurisu, Daisuke, et al.
Published: (2024)

Dynamic Treatment Effects under Functional Longitudinal Studies
by: Ying, Andrew
Published: (2024)

Sufficient dimension reduction for regression with spatially correlated errors: application to prediction
by: Forzani, Liliana, et al.
Published: (2025)

Inference for function-on-function regression: central limit theorem and residual bootstrap
by: Yeon, Hyemin
Published: (2026)

logitFD: an R package for functional principal component logit regression
by: Escabias, Manuel, et al.
Published: (2024)