Pages that link to "Item:Q1109451"
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The following pages link to Bootstrap procedures under some non-i.i.d. models (Q1109451):
Displaying 39 items.
- (Q5389676) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← 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)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
- A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
- Resampling non-homogeneous spatial data with smoothly varying mean values (Q5952106) (← links)
- Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models (Q5981026) (← links)
- A WILD BOOTSTRAP FOR DEPENDENT DATA (Q6042894) (← links)
- SMIM: A unified framework of survival sensitivity analysis using multiple imputation and martingale (Q6056150) (← links)
- Nonparametric confidence regions via the analytic wild bootstrap (Q6059432) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
- Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
- Nonparametric Fusion Learning for Multiparameters: Synthesize Inferences From Diverse Sources Using Data Depth and Confidence Distribution (Q6110722) (← links)
- Goodness-of-fit test for partial functional linear model with errors in scalar covariates (Q6116901) (← links)
- Estimation of a Structural Break Point in Linear Regression Models (Q6150351) (← links)
- Isotonic regression discontinuity designs (Q6163242) (← links)
- Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
- Testing poissonity of a large number of populations (Q6557179) (← links)
- A bootstrap method for estimation in linear mixed models with heteroscedasticity (Q6571727) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls (Q6590452) (← links)
- Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
- A unified inference framework for multiple imputation using martingales (Q6593380) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
- Shape-Constrained Kernel-Weighted Least Squares: Estimating Production Functions for Chilean Manufacturing Industries (Q6626283) (← links)
- Confidence interval estimation for the changepoint of treatment stratification in the presence of a qualitative covariate-treatment interaction (Q6627272) (← links)
- Analysis of covariance under variance heteroscedasticity in general factorial designs (Q6627967) (← links)
- Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems (Q6633636) (← links)
- A test of U-type for goodness-of-fit in regression models through martingale difference divergence (Q6639489) (← links)
