The following pages link to The jackknife and bootstrap (Q1896567):
Displaying 50 items.
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Bootstrap Approximation to Prediction MSE for State–Space Models with Estimated Parameters (Q5487368) (← links)
- Copula-Based Models for the Power of Independence Tests (Q5712004) (← links)
- Bias in Small-Sample Inference With Count-Data Models (Q5869288) (← links)
- Applications of the Fractional-Random-Weight Bootstrap (Q5869303) (← links)
- A resampling approach to estimation of the linking variance in the Fay–Herriot model (Q5880010) (← links)
- Semiparametric fractional imputation using empirical likelihood in survey sampling (Q5880166) (← links)
- Bootstrap-based estimates of uncertainty in subspace identification methods (Q5925914) (← links)
- On the estimation of spread rate for a biological population (Q5934104) (← links)
- Large-sample inference in the general AR(1) model (Q5936984) (← links)
- Bandwidth selection for the smoothed bootstrap percentile method. (Q5941109) (← links)
- Bootstrap tests for misspecified models, with application to clustered binary data. (Q5941111) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)
- Using investment portfolio return to combine forecasts: A multiobjective approach (Q5945201) (← links)
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
- Data-based fuzzy rule test for fuzzy modelling (Q5951778) (← links)
- Rate of convergence of bootstrapped empirical measures (Q5952096) (← links)
- Bootstrapping rank statistics. (Q5953733) (← links)
- Asymptotic efficiency of randomly weighted bootstrap for linear models (Q5955886) (← links)
- Matrix distributed processing: A set of \(C++\) tools for implementing generic lattice computations on parallel systems (Q5955984) (← links)
- Sequential determination of the number of bootstrap samples (Q5957836) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- A short prehistory of the bootstrap (Q5965014) (← links)
- Distributed inference for two‐sample <i>U</i>‐statistics in massive data analysis (Q6049782) (← links)
- Small sample inference for gamma parameters: one‐sample and two‐sample problems (Q6069117) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Penalized joint generalized estimating equations for longitudinal binary data (Q6089746) (← links)
- My Chancy Life as a Statistician (Q6090521) (← links)
- Identification and estimation of spillover effects in randomized experiments (Q6090542) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Bootstrapping some GLM and survival regression variable selection estimators (Q6106216) (← links)
- Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model (Q6108261) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- The estimation of diversity indexes by using stratified allocations of plots, points or transects (Q6139137) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
- Weighted bootstrap for two-sample \(U\)-statistics (Q6163481) (← links)
- Generalised regression estimation via the bootstrap (Q6167978) (← links)
- Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest (Q6171320) (← links)
- Applying multilevel regression weighting when only population margins are available (Q6181889) (← links)
- Single index Fréchet regression (Q6183758) (← links)
- A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate (Q6189821) (← links)
- Accurate bias estimation with applications to focused model selection (Q6536931) (← links)
- Bootstrapping binary GEV regressions for imbalanced datasets (Q6538413) (← links)
- Central limit theorems for functional <i>Z</i> -estimators with functional nuisance parameters (Q6541100) (← links)
- A joint model for longitudinal outcomes with potential ceiling and floor effects and survival times, with applications to analysis of quality of life data from a cancer clinical trial (Q6543820) (← links)
- Content-adjusted tolerance intervals via bootstrap calibration (Q6543867) (← links)
- Study the accuracy of the correlation fractal dimension estimation (Q6544942) (← links)
- The generalized sigmoidal quantile function (Q6552982) (← links)
- Analysis of failure time using threshold regression with semi-parametric varying coefficients (Q6573447) (← links)
- New model-assisted estimators for the distribution function using the pseudo empirical likelihood method (Q6573702) (← links)
