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.
- Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
- Nonparametric inference via bootstrapping the debiased estimator (Q2002586) (← links)
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) (← links)
- A general class of linearly extrapolated variance estimators (Q2018615) (← links)
- Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
- Simultaneous inference for Berkson errors-in-variables regression under fixed design (Q2086283) (← links)
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Calibration and prediction for the inexact SIR model (Q2130340) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Consistent nonparametric change point detection combining CUSUM and marked empirical processes (Q2188476) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Testing and inference for fixed times of discontinuity in semimartingales (Q2203627) (← links)
- Multiplicative regression models with distortion measurement errors (Q2208411) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- Regression function comparison for paired data (Q2220432) (← links)
- Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
- The wild bootstrap for multivariate Nelson-Aalen estimators (Q2274664) (← links)
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions (Q2274968) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap (Q2282602) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- The Behrens-Fisher problem with covariates and baseline adjustments (Q2303752) (← links)
- Specification tests in semiparametric transformation models --- a multiplier bootstrap approach (Q2305305) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← links)
- A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm (Q2324062) (← links)
- Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
- Econometrics of co-jumps in high-frequency data with noise (Q2343752) (← links)
- High fidelity multidisciplinary design optimization of a wing using the interaction of low and high fidelity models (Q2358062) (← links)
- Data-driven rate-optimal specification testing in regression models (Q2388358) (← links)
- On the single-index model estimate of the conditional density function: consistency and implementation (Q2407115) (← links)
- Simultaneous confidence bands for functional regression models (Q2407117) (← links)
- Wild bootstrap logrank tests with broader power functions for testing superiority (Q2416734) (← links)
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods (Q2419147) (← links)
- Conservative confidence ellipsoids for linear model parameters (Q2439209) (← links)
- Testing strict monotonicity in nonparametric regression (Q2440600) (← links)
- Nonlinear measurement error models subject to additive distortion (Q2453611) (← links)
- Statistical inference of partially linear regression models with heteroscedastic errors (Q2455463) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- A Jackknife Method for Estimation of Variance Components (Q2785877) (← links)
- Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness (Q2787384) (← links)
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
