The following pages link to The jackknife and bootstrap (Q1896567):
Displaying 50 items.
- Estimation with multivariate outcomes having nonignorable item nonresponse (Q2679225) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Hierarchical generalized linear models, correlation and a posteriori ratemaking (Q2689677) (← links)
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (Q2845023) (← links)
- Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
- Bias-corrected estimators of scalar skew normal (Q2974890) (← links)
- Confidence intervals for the mean of a population containing many zero values under unequal-probability sampling (Q3086515) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- (Q3391062) (← links)
- Testing Constancy for Isotonic Regressions (Q3440882) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE (Q4449058) (← links)
- Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
- Parameter Selection Methods in Inverse Problem Formulation (Q4554284) (← links)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
- (Q4614125) (← links)
- Design‐based inference on Bernstein type estimators for continuous populations (Q4626720) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- Robust generalized confidence intervals (Q4638802) (← links)
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions (Q4686484) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- Simple analysis of non-Markov models: A case study on heart transplant data (Q4971404) (← links)
- On jackknifing the symmetrized Tyler matrix (Q4987652) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
- Composite empirical likelihood for multisample clustered data (Q5012335) (← links)
- Confidence intervals for assessing equivalence of two treatments with combined unilateral and bilateral data (Q5044657) (← links)
- The Impact of Application of the Jackknife to the Sample Median (Q5057005) (← links)
- Jackknife empirical likelihood-based inferences for Lorenz curve with kernel smoothing (Q5078261) (← links)
- Small sample bias correction or bias reduction? (Q5082600) (← links)
- Rescaling bootstrap technique for variance estimation for ranked set samples in finite population (Q5083890) (← links)
- Inference of <i>δ = <i>P</i>(<i>X</i> < <i>Y</i>)</i> for Burr XII distributions with record samples (Q5084746) (← links)
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models (Q5085068) (← links)
- Bootstrap confidence intervals for conditional density function in Markov processes (Q5086392) (← links)
- (Q5101679) (← links)
- (Q5101720) (← links)
- (Q5101752) (← links)
- Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← links)
- Applying the rescaling bootstrap under imputation: a simulation study (Q5107344) (← links)
- Estimation of δ=<i>P</i>(<i>X</i><<i>Y</i>) for Burr XII distribution based on the progressively first failure-censored samples (Q5126947) (← links)
- Nonparametric estimation and test of conditional Kendall's tau under semi-competing risks data and truncated data (Q5130276) (← links)
- An Efficient Morris Method-Based Framework for Simulation Factor Screening (Q5139630) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Confidence Intervals for Quantiles Using Sectioning When Applying Variance-Reduction Techniques (Q5176488) (← links)
- Fast and flexible methods for monotone polynomial fitting (Q5221508) (← links)
- Exact confidence intervals for the shape parameter of the gamma distribution (Q5222428) (← links)
- SPECIFICATION TESTS FOR LATTICE PROCESSES (Q5247355) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- Bias-corrected Estimators of Scalar Skew Normal (Q5283096) (← links)
