Pages that link to "Item:Q1822432"

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

Displaying 50 items.

• Diagnostics for the bootstrap and fast double bootstrap (Q5864660) (← links)
• Robust dynamic risk prediction with longitudinal studies (Q5880174) (← links)
• A permutation approach to goodness-of-fit testing in regression models (Q5880775) (← links)
• Bootstrap approximation in a partially linear regression model (Q5928944) (← links)
• On the bootstrap in misspecified regression models. (Q5941001) (← links)
• On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
• Testing additivity in generalized nonparametric regression models with estimated parameters (Q5944499) (← links)
• Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
• Recent developments in bootstrap methodology (Q5965013) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← 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)
• Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data (Q6049800) (← 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)
• Practical Review and Comparison of Modified Covariance Estimators for Linear Mixed Models in Small‐sample Longitudinal Studies with Missing Data (Q6067147) (← links)
• A nonparametric test for paired data (Q6074744) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Statistical inference on restricted partial linear regression models with partial distortion measurement errors (Q6085837) (← links)
• Bootstrapping Laplace transforms of volatility (Q6088832) (← links)
• Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources (Q6092959) (← links)
• Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)
• Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
• Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
• Kernel density estimation for multiplicative distortion measurement regression models (Q6116958) (← links)
• Accurate confidence and Bayesian interval estimation for non-centrality parameters and effect size indices (Q6160326) (← links)
• Isotonic regression discontinuity designs (Q6163242) (← links)
• Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
• Multilevel mediation analysis with structured unmeasured mediator-outcome confounding (Q6166883) (← links)
• Specification testing of partially linear single-index models: a groupwise dimension reduction-based adaptive-to-model approach (Q6169912) (← links)
• <i>p</i>-Variation of CUSUM process and testing change in the mean (Q6171276) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)
• Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors (Q6190723) (← links)
• Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity (Q6193014) (← links)
• Nonparametric bootstrap for propensity score matching estimators (Q6540915) (← links)
• Recycled estimates for nonlinear regression models (Q6541503) (← links)
• Do applied statisticians prefer more randomness or less? Bootstrap or jackknife? (Q6547742) (← links)
• An alternative derivation of weak convergence concerning quasi-likelihood estimation with a small-sample correction for simultaneous testing (Q6564307) (← links)
• A bootstrap method for estimation in linear mixed models with heteroscedasticity (Q6571727) (← links)
• Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← 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)
• Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)
• A unified inference framework for multiple imputation using martingales (Q6593380) (← links)
• Leveraging for big data regression (Q6604442) (← links)
• Generalized Jump Regressions for Local Moments (Q6617820) (← links)
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)