Pages that link to "Item:Q1822432"

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

Displaying 50 items.

• Assessing Accuracy of Statistical Inferences by Resamplings (Q4562199) (← links)
• The local fractional bootstrap (Q4629286) (← links)
• BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS (Q4629568) (← links)
• The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
• Statistical Inference for Two-Compartment Model Parameters with Bootstrap Method and Genetic Algorithm (Q4689259) (← links)
• COMPARING EMPIRICAL DISTRIBUTIONS OF P-VALUES FROM SIMULATIONS (Q4784179) (← links)
• Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
• The quotient of two correlated normal variables with applications (Q4844138) (← links)
• Small sample validity of latent variable models for correlated binary data (Q4844140) (← links)
• Better Bootstrap Confidence Intervals for Regression Curve Estimation (Q4857301) (← links)
• Jackknife for the proportional hazards model (Q4857320) (← links)
• Interval estimates for the optimum point of a quadratic logistic curve —a comparison of different estimation methods via simulation (Q4859851) (← links)
• Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference (Q4916452) (← links)
• Estimation of Derivatives for Additive Separable Models (Q4943277) (← links)
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS (Q4967792) (← links)
• Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
• Bootstrap test for a structural break under possible heteroscedasticity (Q4976599) (← links)
• On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
• Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model (Q4979109) (← links)
• Normal-Bundle Bootstrap (Q4999394) (← links)
• (Q5053326) (← links)
• Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• (Q5101775) (← links)
• Interval-valued data regression using partial linear model (Q5106995) (← links)
• Nonlinear regression models with general distortion measurement errors (Q5107404) (← links)
• Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning (Q5129177) (← links)
• A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
• A test for the linearity of the nonparametric part of a semiparametric logistic regression model (Q5138006) (← links)
• Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model (Q5228591) (← links)
• Estimation and Identification of a Varying-Coefficient Additive Model for Locally Stationary Processes (Q5242468) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• Bootstrap standard error estimates in a switching regression model with unknown switch point (Q5283874) (← links)
• A New Criterion for the Optimal Software Release Problems: Moving Average Quality Control Chart with Bootstrap Sampling (Q5305794) (← links)
• Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300) (← links)
• BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE (Q5357388) (← links)
• HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
• A Semiparametric Regression Method for Interval-Censored Data (Q5417897) (← links)
• The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432) (← links)
• Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
• Improved nonparametric confidence intervals in time series regressions (Q5478900) (← links)
• The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)
• Small sample performance of jackknife confidence intervals for the james-stein estimator (Q5750138) (← links)
• A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES (Q5859558) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930) (← links)
• Fourier–type tests involving martingale difference processes (Q5864443) (← links)