The following pages link to bootlib (Q56342):
Displaying 50 items.
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400) (← links)
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (Q1600536) (← links)
- Bootstrap tests for robust means of asymmetric distributions with unequal shapes. (Q1603680) (← links)
- Efficient nonparametric estimation of a distribution function. (Q1608626) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- Alternatives to the usual likelihood ratio test in mixed linear models (Q1615194) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- The role of weak selection and high mutation rates in nearly neutral evolution (Q1617753) (← links)
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data (Q1621305) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
- Approximate maximum likelihood estimation of the autologistic model (Q1623803) (← links)
- GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries (Q1623819) (← links)
- Overdispersion in allelic counts and \(\theta\)-correction in forensic genetics (Q1630955) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- The exponentiated logarithmic generated family of distributions and the evaluation of the confidence intervals by percentile bootstrap (Q1654328) (← links)
- Measurement of interobserver disagreement: correction of Cohen's kappa for negative values (Q1657882) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Sharpening Wald-type inference in robust regression for small samples (Q1658340) (← links)
- On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion (Q1658374) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood (Q1660139) (← links)
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data (Q1662047) (← links)
- Spectral modeling of time series with missing data (Q1667751) (← links)
- Approximate maximum likelihood estimation for population genetic inference (Q1670294) (← links)
- Tempered stable Lévy motion driven by stable subordinator (Q1673024) (← links)
- Distribution-dependent and distribution-free confidence intervals for the variance (Q1689493) (← links)
- From concentration profiles to concentration maps. New tools for the study of loss distributions (Q1697209) (← links)
- Modeling restricted mean survival time under general censoring mechanisms (Q1698950) (← links)
- On an inferential model construction using generalized associations (Q1698998) (← links)
- Monte Carlo modified profile likelihood in models for clustered data (Q1722062) (← links)
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation (Q1722724) (← links)
- Resampling methods for estimating variance in surveys (Q1732733) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Bootstrapping profit change: an application to Spanish banks (Q1761102) (← links)
- Multi-service multi-facility network design under uncertainty (Q1761754) (← links)
- Improving bagging performance through multi-algorithm ensembles (Q1762211) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. (Q1775955) (← links)
- Estimating the index of increase via balancing deterministic and random data (Q1788718) (← links)
- A stochastic carcinogenesis model incorporating multiple types of genomic instability fitted to colon cancer data (Q1797469) (← links)
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models (Q1799868) (← links)
- A stochastic carcinogenesis model incorporating genomic instability fitted to colon cancer data (Q1810722) (← links)
- Estimating the \(K\) function of a point process with an application to cosmology. (Q1848838) (← links)
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths. (Q1848913) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
