Pages that link to "Item:Q1087271"
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The following pages link to On the bootstrap and confidence intervals (Q1087271):
Displaying 41 items.
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Confidence intervals for nonparametric regression (Q3021182) (← links)
- Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach (Q3192396) (← links)
- Better nonparametric bootstrap confidence intervals for the correlation coefficient (Q3350507) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Resampling estimation when observations are m–dependent (Q3473118) (← links)
- Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference (Q3486675) (← links)
- Analysis of Type I Error Rates of Univariate and Multivariate Procedures in Repeated Measures Designs (Q3577187) (← links)
- Multiple comparisons based on a modified one-step M-estimator (Q3591894) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- Interval estimation for a binomial proportion: a bootstrap approach (Q3615041) (← links)
- (Q3787304) (← links)
- On bootstrap resampling and iteration (Q3809040) (← links)
- (Q3825949) (← links)
- On Bootstrap Iteration for Coverage Correction in Confidence Intervals (Q3971655) (← links)
- Tests of hypotheses about regression parameters when using a robust estimator (Q4269493) (← links)
- Monte Carlo approximation and the iterated bootstrap (Q4319912) (← links)
- Edgeworth expansions for nonparametric density estimators, with applications (Q4322949) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- A simulation study of iterated and non-iterated bootstrap methods for bias reduction and confidence interval estimation (Q4387675) (← links)
- The 'improved' brown and forsythe test for mean equality: some things can't be fixed (Q4490198) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- Bootstrap confidence limits for wright'C<sub>5</sub> (Q4550605) (← links)
- (Q4784218) (← links)
- Improved bootstrap confidence intervals in certain toxicological experiments (Q4843894) (← links)
- Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study (Q4859863) (← links)
- (Q4869549) (← links)
- Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- A coverage probability of bootstrap-t confidence interval for the variance (Q5161722) (← links)
- Resampling Techniques for Estimating the Distribution of Descriptive Statistics of Functional Data (Q5252854) (← links)
- Incomplete Generalized <i>U</i>‐Statistics for Food Risk Assessment (Q5473208) (← links)
- Iterated bootstrap procedure in individual bioequivalence (Q5865834) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- Introduction to the bootstrap world (Q5965015) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- Combining bootstrap data envelopment analysis with social networks for rank discrimination and suitable potential benchmarks (Q6069233) (← links)
- On the estimation bias in first-order bifurcating autoregressive models (Q6541745) (← links)
- Bootstrap Inference in the Presence of Bias (Q6651396) (← links)
