The following pages link to bootlib (Q56342):
Displaying 50 items.
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- (Q4915368) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution (Q4960590) (← links)
- Two-sample nonparametric stochastic order inference with an application in plant physiology (Q4960713) (← links)
- Beta seasonal autoregressive moving average models (Q4960734) (← links)
- On bootstrap testing inference in cure rate models (Q4960773) (← links)
- Biplot methodology in exploratory analysis of microarray data (Q4969669) (← links)
- A likelihood‐based comparison of temporal models for physical processes (Q4969766) (← links)
- A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere (Q5006960) (← links)
- Post hoc Uncertainty Quantification for Remote Sensing Observing Systems (Q5010091) (← links)
- Hypothesis testing for the population mean and variance based on <i>r</i>-size biased samples (Q5023865) (← links)
- Bootstrapped inference for variance parameters, measures of heterogeneity and random effects in multilevel logistic regression models (Q5033467) (← links)
- Multivariate <i>t</i> semiparametric mixed-effects model for longitudinal data with multiple characteristics (Q5033950) (← links)
- Measuring association between nominal categorical variables: an alternative to the Goodman–Kruskal lambda (Q5035757) (← links)
- Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling (Q5036399) (← links)
- Bayesian, classical and hybrid methods of inference when one parameter value is special (Q5036616) (← links)
- Simultaneous confidence intervals for the quantile differences of several two-parameter exponential distributions under the progressive type II censoring scheme (Q5036841) (← links)
- A kernel nonparametric quantile estimator for right-censored competing risks data (Q5036965) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- The multinomial logistic regression model for predicting the discharge status after liver transplantation: estimation and diagnostics analysis (Q5037006) (← links)
- Power Analysis of Projection-Pursuit Independence Tests (Q5037833) (← links)
- Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty (Q5066495) (← links)
- Studies of the flow and turbulence fields in a turbulent pulsed jet flame using LES/PDF (Q5073604) (← links)
- A computational approach test for comparing two linear regression models with unequal variances (Q5073781) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models (Q5078447) (← links)
- Kernel density estimation for hierarchical data (Q5078455) (← links)
- Model selection in linear regression using paired bootstrap (Q5078473) (← links)
- Small sample inference for exponential survival times with heavy right-censoring (Q5079056) (← links)
- Efficiency balanced designs for bootstrap simulations (Q5079078) (← links)
- Bootstrap Confidence Sets with Weak Instruments (Q5080463) (← links)
- Resampling-based prediction intervals in beta regressions under correct and incorrect model specification (Q5082615) (← links)
- The need to conduct repeated classifications in a logistic regression model with misclassification in the dependent variable (Q5082621) (← links)
- Inference for L-estimators of location using a bootstrap warping approach (Q5082683) (← links)
- Empirical survival Jensen-Shannon divergence as a goodness-of-Fit measure for maximum likelihood estimation and curve fitting (Q5082812) (← links)
- Estimation of semiparametric mixed analysis of covariance model (Q5082975) (← links)
- Test shape constraints in semiparametric model with Bernstein polynomials (Q5083011) (← links)
- Pretest and shrinkage estimation strategies in accelerated failure time model (Q5083331) (← links)
- Improved bootstrap confidence intervals for the process capability index<i>C<sub>pk</sub></i> (Q5083882) (← links)
- Bootstrap-based inferential improvements in beta autoregressive moving average model (Q5084765) (← links)
- An evaluation of the bootstrap for model validation in mixture models (Q5084769) (← links)
- Assessing and comparing the accuracy of various bootstrap methods (Q5085036) (← links)
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models (Q5085068) (← links)
- Improved maximum likelihood estimators for the parameters of the Johnson <i>S<sub>B</sub></i> distribution (Q5086303) (← links)
- Better confidence intervals for the population coefficient of variation (Q5086388) (← links)
- Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed (Q5087926) (← links)
- Testing for a single mean with transformed data (Q5087946) (← links)
- (Q5101788) (← links)
- Zero-modified power series distribution and its Hurdle distribution version (Q5106891) (← links)
- Improved likelihood inferences for Weibull regression model (Q5106932) (← links)
