Pages that link to "Item:Q4493473"
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The following pages link to Bootstrap tests: how many bootstraps? (Q4493473):
Displaying 15 items.
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies (Q5138043) (← links)
- Robust regression: an inferential method for determining which independent variables are most important (Q5139088) (← links)
- An Efficient Morris Method-Based Framework for Simulation Factor Screening (Q5139630) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Wavelet energy ratio unit root tests (Q5860909) (← links)
- Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
- Statistical plasmode simulations-potentials, challenges and recommendations (Q6618472) (← links)
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test (Q6626355) (← links)
- Adjusted closed-form confidence interval formulas for network meta-analysis with a small number of studies (Q6629935) (← links)
