Pages that link to "Item:Q1072302"
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The following pages link to Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (Q1072302):
Displaying 50 items.
- Logical analysis of multiclass data with relaxed patterns (Q2178289) (← links)
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) (← links)
- Transmission dynamics of the great influenza pandemic of 1918 in Geneva, Switzerland: assessing the effects of hypothetical interventions (Q2199177) (← links)
- Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables (Q2203420) (← links)
- Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy (Q2205783) (← links)
- Molecular seismology: an inverse problem in nanobiology (Q2210030) (← links)
- Analysis of sequential quality improvement plans to obtain confidence bounds (Q2241488) (← links)
- Novel method for a posteriori uncertainty quantification in wildland fire spread simulation (Q2241771) (← links)
- Harmless label noise and informative soft-labels in supervised classification (Q2242031) (← links)
- Validation in principal components analysis applied to EEG data (Q2330157) (← links)
- Evaluation of bootstrap confidence intervals using a new non-normal process capability index (Q2337922) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- Comparative analysis of availability for a redundant repairable system (Q2371438) (← links)
- Individual differences in perceptual switching rates; the role of occipital alpha and frontal theta band activity (Q2373166) (← links)
- Estimation of the reproduction number of dengue fever from spatial epidemic data (Q2382404) (← links)
- Frequentist standard errors of Bayes estimators (Q2403394) (← links)
- Modeling T cell proliferation and death in vitro based on labeling data: generalizations of the Smith-Martin cell cycle model (Q2426389) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- Planning as satisfiability: parallel plans and algorithms for plan search (Q2457605) (← links)
- Permutation methods in relative risk regression models (Q2475728) (← links)
- Production quality and yield assurance for processes with multiple independent characteristics (Q2496085) (← links)
- Understanding and reducing variability of SOM neighbourhood structure (Q2506518) (← links)
- Maximum likelihood estimation for multivariate skew normal mixture models (Q2519038) (← links)
- Computational approaches to parameter estimation and model selection in immunology (Q2566201) (← links)
- Estimating division and death rates from CFSE data (Q2566207) (← links)
- A general Bayesian bootstrap for censored data based on the beta-Stacy process (Q2676910) (← links)
- Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
- Bootstrap for generalized linear models (Q3031769) (← links)
- A Measure of the Proportion of Treatment Effect Explained by a Surrogate Marker (Q3079026) (← links)
- Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models (Q3201314) (← links)
- Estimation of the generalized process capability index<i>C</i><sub><i>pyk</i></sub>based on bias-corrected maximum-likelihood estimators for the generalized inverse Lindley distribution and bootstrap confidence intervals (Q3389611) (← links)
- Inference based on partly interval censored data from a two-parameter Rayleigh distribution (Q3389638) (← links)
- On maximum likelihood estimation of the general projected normal distribution (Q3390332) (← links)
- Developing loss-based functional process capability indices for simple linear profile (Q3390452) (← links)
- Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (Q3465255) (← links)
- Bootstrap Method for Dependent Data Structure and Measure of Statistical Precision (Q3583071) (← links)
- Bootstrapping moving average models (Q3598253) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- Mixed-scale models for survival/sacrifice experiments (Q3788888) (← links)
- Bootstrap variance and bias estimation in linear models (Q3822991) (← links)
- (Q3836533) (← links)
- (Q4256213) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- Stabilizing bootstrap‐<i>t</i> confidence intervals for small samples (Q4527894) (← links)
- A joint model for temperature and natural gas with an application to the US market (Q4555118) (← links)
- Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
- Interest rate model comparisons for participating products under Solvency II (Q4585944) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- A New Approach to Modeling Daily Probabilities of Conception (Q4668294) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
