Pages that link to "Item:Q5905499"
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The following pages link to The bootstrap and Edgeworth expansion (Q5905499):
Displaying 50 items.
- Edgeworth expansions for bootstrapping regression models (Q909380) (← links)
- Application of the bootstrap method for estimation of the quantile function (Q927585) (← links)
- A probabilistic construction of model validation (Q929050) (← links)
- Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
- Large deviations of bootstrapped \(U\)-statistics (Q943614) (← links)
- Multiple comparisons of several heteroscedastic multivariate populations (Q945467) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields (Q971939) (← links)
- Empirical likelihood confidence bands for distribution functions with missing responses (Q974524) (← links)
- Edgeworth expansion for an estimator of the adjustment coefficient (Q974801) (← links)
- Broadband ML estimation under model order uncertainty (Q985450) (← links)
- Bootstrap of deviation probabilities with applications (Q990896) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- Reducing variance in univariate smoothing (Q995415) (← links)
- Bootstrap approximation to distributions of finite population U-statistics (Q996719) (← links)
- Clustering effect on the statistical estimation accuracy of distribution density (Q996769) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles (Q1002548) (← links)
- The Feynman graph representation of convolution semigroups and its applications to Lévy statistics (Q1002556) (← links)
- Asymptotic expansions in mean and covariance structure analysis (Q1006671) (← links)
- Edgeworth expansions for stochastic approximation theory (Q1019523) (← links)
- Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
- A bootstrap approach to test the conditional symmetry in time series models (Q1019981) (← links)
- Coverage of generalized confidence intervals (Q1021836) (← links)
- Testing the significance of the \textit{RV} coefficient (Q1023929) (← links)
- Poisson-Voronoi approximation (Q1024903) (← links)
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (Q1039835) (← links)
- Accurate confidence intervals in regression analyses of non-normal data (Q1039838) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Mixtures of global and local Edgeworth expansions and their applications (Q1126167) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- On bootstrap and analytical bias corrections (Q1128548) (← links)
- Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
- On confidence intervals in nonparametric binary regression via Edgeworth expansions (Q1293665) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Countable state Markov process bootstrap (Q1298882) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Small sample approximations for spacing statistics (Q1299363) (← links)
- The likelihood ratio test for simple tree order: A useful asymptotic expansion (Q1299412) (← links)
- A simple consistent bootstrap test for a parametric regression function (Q1305653) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Bounds for probabilities of small relative errors for empirical saddlepoint and bootstrap tail approximations (Q1307103) (← links)
- Some improvements for bootstrapping regression estimators under first- order serial correlation (Q1318525) (← links)
- On the moving block bootstrap under long range dependence (Q1324579) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- Variance stabilizing transformations, studentization and the bootstrap (Q1360975) (← links)
