Pages that link to "Item:Q1822432"

The following pages link to Jackknife, bootstrap and other resampling methods in regression analysis (Q1822432):

Displaying 50 items.

• Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications (Q2806831) (← links)
• The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
• Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk (Q2852617) (← links)
• On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
• COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
• Determination of linear components in additive models (Q3021194) (← links)
• Testing symmetry of a nonparametric bivariate regression function (Q3021207) (← links)
• Assessing additivity in nonparametric models -A kernel-based method (Q3108008) (← links)
• (Q3143802) (← links)
• Finite Sample Properties of the QME (Q3155626) (← links)
• On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
• Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
• Adjusting economic estimates in business surveys (Q3183846) (← links)
• A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
• Jackknifing and bootstrapping quasi–likelihood estimators (Q3350558) (← links)
• The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results (Q3352275) (← links)
• Bootstrapping regression quantiles (Q3432392) (← links)
• Resampling estimation when observations are m–dependent (Q3473118) (← links)
• Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
• Bootstrap mean squared error of a small-area EBLUP (Q3518399) (← links)
• Stable and bias-corrected estimation for nonparametric regression models (Q3521111) (← links)
• Adaptive Nonparametric Comparison of Regression Curves (Q3566577) (← links)
• Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models (Q3593533) (← links)
• A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
• Robustness of residual-based bootstrap to the composition of serially correlated errors (Q3636729) (← links)
• Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
• Robust tests and confidence intervals for error variance in a regression model and for functions of variance components inan unbalanced random one-way model (Q3804027) (← links)
• Location of outliers in multiple regression using resampled values (Q4017562) (← links)
• Finite sample moments of a bootstrap estimator of the james-stein rule (Q4031296) (← links)
• A general method for estimating standard errors (Q4222488) (← links)
• Simultaneous bootstrap confidence bands in nonparametric regression (Q4222534) (← links)
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
• Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
• Efficient computation of statistical procedures based on all subsets of a specified size (Q4337135) (← links)
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
• Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure (Q4337763) (← links)
• Higher order comparisons of jackknife variance estimators (Q4349874) (← links)
• Semi-parametric estimation of disequilibrium models (Q4355156) (← links)
• Bootstrapping estimators for the seemingly unrelated regressions model (Q4355602) (← links)
• Jackknifing the bootstrap: some monte carlo evidence (Q4387649) (← links)
• Simulation Study of Conditional, Bootstrap, and<i>t</i>Confidence Intervals in Linear Regression (Q4416328) (← links)
• Testing the Martingale Difference Hypothesis (Q4434414) (← links)
• PHARMACODYNAMIC ANALYSIS OF ANALGESIC CLINICAL TRIALS: NONLINEAR MIXED-EFFECTS LOGISTIC MODELS (Q4512717) (← links)
• On the robustness of analytical and bootstrtap corrections to score tests in regressios models (Q4513016) (← links)
• RANDOM PERMUTATION TESTING IN MULTIPLE LINEAR REGRESSION (Q4541781) (← links)
• Bootstrapping the order selection test (Q4551598) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Confidence Regions for Spatial Excursion Sets From Repeated Random Field Observations, With an Application to Climate (Q4559711) (← links)
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)