Pages that link to "Item:Q1822432"
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The following pages link to Jackknife, bootstrap and other resampling methods in regression analysis (Q1822432):
Displaying 50 items.
- Practical considerations of the jackknife estimator of variance for generalized estimating equations (Q1381208) (← links)
- Analysis of fixed effects linear models under heteroscedastic errors (Q1387690) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- Derivative estimation and testing in generalized additive models (Q1399277) (← links)
- Nonparametric comparison of regression curves: An empirical process approach (Q1412369) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
- Consistent bootstrap tests of parametric regression functions (Q1584766) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Mixtures of quantile regressions (Q1660201) (← links)
- Consistent test for parametric models with right-censored data using projections (Q1662065) (← links)
- Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
- A martingale-difference-divergence-based test for specification (Q1673555) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Statistical inference on partial linear additive models with distortion measurement errors (Q1731408) (← links)
- MATS: inference for potentially singular and heteroscedastic MANOVA (Q1742739) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- On the use of nonparametric regression in assessing parametric regression models (Q1868099) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- A unified jackknife theory for empirical best prediction with \(M\)-estimation (Q1873618) (← links)
- Bootstrapping generalized linear models (Q1896054) (← links)
- The jackknife and bootstrap (Q1896567) (← links)
- Some early statistical contributions to the theory and practice of linear algebra (Q1914228) (← links)
- Automatic bandwidth choice and confidence intervals in nonparametric regression (Q1922372) (← links)
- Bootstrap variance estimation with survey data when estimating model parameters (Q1927231) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Implementing the wild bootstrap using a two-point distribution (Q1934128) (← links)
- Modelling uncertainty: a recursive VAR bootstrapping approach (Q1934802) (← links)
- Inference for modulated stationary processes (Q1940756) (← links)
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique (Q1951533) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- A better way to bootstrap pairs. (Q1960564) (← links)
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116) (← links)
- Jackknifing, weighting, diagnostics and variance estimation in generalized \(M\)-estimation (Q1970820) (← links)
- Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
