Pages that link to "Item:Q1822432"

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

Displaying 50 items.

• Nonlinear regression models with increasing numbers of unknown parameters (Q736010) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
• Normal approximation for finite-population U-statistics (Q757968) (← links)
• Optimal portfolios with end-of-period target (Q764803) (← links)
• Nonparametric MANOVA in meaningful effects (Q778880) (← links)
• A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
• Tests for differential Gaussian Bayesian networks based on quadratic inference functions (Q830113) (← links)
• Bootstrap confidence sets under model misspecification (Q892253) (← links)
• Bootstrapping and permuting paired \(t\)-test type statistics (Q892471) (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• The jackknife and heteroskedasticity: consistent variance estimation for regression models (Q899742) (← links)
• Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
• Resampling methods for variable selection in robust regression (Q951933) (← links)
• The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• A bootstrap test for the comparison of nonlinear time series (Q961279) (← links)
• A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
• Nonparametric inference procedure for percentiles of the random effects distribution in meta-analysis (Q977656) (← links)
• On nonparametric comparison of images and regression surfaces (Q984648) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
• Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model (Q1019898) (← links)
• Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
• Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators (Q1036801) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
• On resampling methods for variance and bias estimation in linear models (Q1106593) (← links)
• The estimation of concurrent multiple paternity probabilities in natural populations (Q1113836) (← links)
• Efficiency and robustness in resampling (Q1192976) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• Local bootstrap (Q1206619) (← links)
• Optimal estimation in random coefficient regression models (Q1206649) (← links)
• Jackknifing in generalized linear models (Q1260723) (← links)
• Subsample and half-sample methods (Q1260725) (← links)
• On model selection in the computer age (Q1262043) (← links)
• Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
• Some bootstrap methods in nonlinear mixed-effect models (Q1298956) (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
• On the accuracy of empirical likelihood confidence regions for linear regression model (Q1335366) (← links)
• Some finite sample theory for bootstrap regression estimates (Q1345573) (← links)
• Confidence intervals for the slope of a regression line when the error term has nonconstant variance (Q1351096) (← links)
• Robust covariance estimates based on resampling (Q1361650) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)