The following pages link to The jackknife and bootstrap (Q1896567):
Displaying 50 items.
- Some results on the convergence of conditional distributions (Q958949) (← links)
- Balancing type one and two errors in multiple testing for differential expression of genes (Q961320) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- A smoothed bootstrap test for independence based on mutual information (Q961669) (← links)
- A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data (Q961702) (← links)
- Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
- Smoothed jackknife empirical likelihood method for ROC curve (Q968504) (← links)
- On resampling and uncertainty estimation in linear system identification (Q980906) (← links)
- Bootstrapping spectra: methods, comparisons and application to knock data (Q985462) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
- Fractals with point impact in functional linear regression (Q988015) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- On construction of asymptotically correct confidence intervals (Q998994) (← links)
- A pseudo empirical likelihood approach for stratified samples with nonresponse (Q1002165) (← links)
- Empirical likelihood for estimating equations with missing values (Q1002169) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Bootstrap approach to the multi-sample test of means with imprecise data (Q1010352) (← links)
- Resampling methods for ranked set samples (Q1010444) (← links)
- Bootstrap, or the art of pulling yourself out of a swamp (Q1017993) (← links)
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618) (← links)
- Distribution-free cumulative sum control charts using bootstrap-based control limits (Q1018623) (← links)
- Bootstrapping estimation for estimating relative potency in combinations of bioassays (Q1020123) (← links)
- Confidence intervals of the hazard rate function for discrete distributions using mixtures (Q1020217) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- Testing independence in nonparametric regression (Q1021854) (← links)
- Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model (Q1023899) (← links)
- Bootstrap confidence intervals in mixtures of discrete distributions (Q1031745) (← links)
- Mean estimation in the presence of change points (Q1033082) (← links)
- Inference for ordered parameters in multinomial distributions (Q1042909) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Asymptotic distributions of non-central Studentized statistics (Q1042962) (← links)
- On bootstrap and analytical bias corrections (Q1128548) (← links)
- A quadratic approximation for jackknife estimators of the variance of sample mean functions (Q1280034) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- A study of a class of weighted bootstrap for censored data (Q1372848) (← links)
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator (Q1399284) (← links)
- Resampling methods for dependent data (Q1407179) (← links)
- Bootstrapping the Chambers--Dunstan estimate of a finite population distribution function (Q1408732) (← links)
- Jackknifing two-sample statistics (Q1417813) (← links)
- A functionally diverse population growth model. (Q1418227) (← links)
- A quadratic bootstrap method and improved estimation in logistic regression. (Q1424453) (← links)
- Asymptotic results in jackknifing nonsmooth functions of the sample mean vector (Q1430914) (← links)
- The Gifi system of descriptive multivariate analysis. (Q1431150) (← links)
- Computationally efficient double bootstrap variance estimation (Q1575205) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Confidence interval estimation of overlap: equal means case. (Q1583061) (← links)
- Alternating kernel and mixture density estimates. (Q1589487) (← links)
- Data generation processes and statistical management of interval data (Q1622089) (← links)
