Pages that link to "Item:Q1072302"

The following pages link to Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (Q1072302):

Displaying 50 items.

• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
• Sharpening estimators using resampling (Q1378786) (← links)
• Generalized method of Pao-Zhuan Yin-Yu (Q1387680) (← links)
• A one-step robust estimator for regression based on the weighted likelihood reweighting scheme (Q1387682) (← links)
• Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
• A nonparametric measure of the overlapping coefficient. (Q1589456) (← links)
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors (Q1595939) (← links)
• Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
• Estimation using hybrid censored data from a two-parameter distribution with bathtub shape (Q1615119) (← links)
• Optimal design of Fourier estimator in the presence of microstructure noise (Q1623566) (← links)
• Properties of Weir and Cockerham's \(F_{s t}\) estimators and associated bootstrap confidence intervals (Q1631001) (← links)
• Inference for time-varying signals using locally stationary processes (Q1631413) (← links)
• Sampling errors in nested sampling parameter estimation (Q1631585) (← links)
• A tale of two correlations: evidence and theory regarding the phase shift between the price level and output (Q1656790) (← links)
• Estimation of reliability with semi-parametric modeling of degradation (Q1658386) (← links)
• Robust skew-\(t\) factor analysis models for handling missing data (Q1689494) (← links)
• Improved confidence interval estimation for oscillometric blood pressure measurement by combining bootstrap-after-jackknife function with non-Gaussian models (Q1717902) (← links)
• Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions (Q1729330) (← links)
• Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation (Q1729348) (← links)
• Tree inference: selective influence in multinomial processing trees with supplementary measures such as response time (Q1736003) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• Bootstrap lower confidence limits of superstructure process capability indices for Esscher-transformed Laplace distribution (Q1757209) (← links)
• Modeling amantadine treatment of influenza A virus in vitro (Q1797505) (← links)
• Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data (Q1799870) (← links)
• Evaluating alternative system configurations using simulation: A nonparametric approach (Q1805491) (← links)
• The bootstrap and Lyapunov exponents in deterministic chaos (Q1808258) (← links)
• Bootstrap tolerance and confidence limits for two-variable reliability using independent and weakly dependent observations (Q1855019) (← links)
• The local bootstrap for Markov processes (Q1866238) (← links)
• Resampling time series using missing values techniques (Q1880994) (← links)
• Minimum discrimination information estimator of the mean with known coefficient of variation (Q1896064) (← links)
• Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
• Double bootstrap for shrinkage estimators (Q1899234) (← links)
• A Monte Carlo strategy for data-based mathematical modeling (Q1903397) (← links)
• Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials (Q1915070) (← links)
• Constrained-realization Monte-Carlo method for hypothesis testing (Q1917975) (← links)
• A new philosophy for model selection and performance estimation of data-based approximate mappings (Q1922180) (← links)
• A study of frozen iteratively regularized Gauss-Newton algorithm for nonlinear ill-posed problems under generalized normal solvability condition (Q1987129) (← links)
• Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution (Q2011524) (← links)
• Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables (Q2062372) (← links)
• Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers (Q2065280) (← links)
• Algorithms and methodological challenges in the development and application of quantitative systems pharmacology models: a case study in type 2 diabetes (Q2094907) (← links)
• On stable parameter estimation and short-term forecasting with quantified uncertainty with application to COVID-19 transmission (Q2101114) (← links)
• Physically interpretable machine learning algorithm on multidimensional non-linear fields (Q2128352) (← links)
• Asymptotic covariance estimation by Gaussian random perturbation (Q2129607) (← links)
• Bounding the local average treatment effect in an instrumental variable analysis of engagement with a mobile intervention (Q2135335) (← links)
• Finite mixture of Birnbaum-Saunders distributions using the \(k\)-bumps algorithm (Q2136039) (← links)
• COVID-19, flattening the curve, and Benford's law (Q2141894) (← links)
• Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data (Q2158946) (← links)
• Numerical study of discretization algorithms for stable estimation of disease parameters and epidemic forecasting (Q2160729) (← links)
• Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)