The following pages link to The jackknife and bootstrap (Q1896567):
Displaying 50 items.
- Bootstrap methods for epistemic fuzzy data (Q2162141) (← links)
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters (Q2167323) (← links)
- On the sample complexity of the linear quadratic regulator (Q2194770) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Portfolio construction using bootstrapping neural networks: evidence from global stock market (Q2211012) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Asymptotic normality of modified LS estimator for mixture of nonlinear regressions (Q2240075) (← links)
- Semiparametric inference for merged data from multiple data sources (Q2242870) (← links)
- Generalized inductive item tree analysis (Q2244615) (← links)
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model (Q2247474) (← links)
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (Q2255831) (← links)
- Equivalence testing for functional data with an application to comparing pulmonary function devices (Q2258558) (← links)
- A new resampling method for sampling designs without replacement: the doubled half bootstrap (Q2259791) (← links)
- Modeling and estimation of kinetic parameters and replicative fitness of HIV-1 from flow-cytometry-based growth competition experiments (Q2271893) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- Estimation of some lifetime parameters of generalized Gompertz distribution under progressively type-II censored data (Q2282655) (← links)
- Applying the nonrandomized diagonal model to estimate a sensitive distribution in complex sample surveys (Q2320907) (← links)
- On distribution function estimation using log-odds interpolation (Q2321772) (← links)
- A comparative study of the dose-response analysis with application to the target dose estimation (Q2323265) (← links)
- Maximum likelihood estimation for survey data with informative interval censoring (Q2324320) (← links)
- Inference from small and big data sets with error rates (Q2340870) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Optimal jackknife for unit root models (Q2344879) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Nonparametric estimation of waiting time distributions in a Markov model based on current status data (Q2390450) (← links)
- Model-free model-fitting and predictive distributions (Q2392912) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- New non-parametric inferences for low-income proportions (Q2397336) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test (Q2404170) (← links)
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals (Q2427167) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Nonparametric estimation of correlation functions in longitudinal and spatial data, with application to colon carcinogenesis experiments (Q2456014) (← links)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
- On the detection of changes in autoregressive time series. II: Resampling procedures (Q2480024) (← links)
- On multivariate smoothed bootstrap consistency (Q2480034) (← links)
- Jackknife variance estimator with reimputation for randomly imputed survey data (Q2483902) (← links)
- A new method for estimating variance from data imputed with ratio method of imputation (Q2489822) (← links)
- Approximation to the distribution of LAD estimators for censored regression by random weighting method (Q2491856) (← links)
- Nonparametric resampling for stationary Markov processes: the local grid bootstrap approach (Q2499086) (← links)
- On estimation of survival function under random censoring model (Q2503774) (← links)
- Empirical processes with estimated parameters under auxiliary information (Q2571227) (← links)
- Validation of regression metamodels in simulation: bootstrap approach (Q2572818) (← links)
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
- Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
