Pages that link to "Item:Q1063968"

The following pages link to Edgeworth corrected pivotal statistics and the bootstrap (Q1063968):

Displaying 38 items.

• The power of bootstrap and asymptotic tests (Q275244) (← links)
• One-sided confidence intervals for population variances of skewed distributions (Q629096) (← links)
• Cornish-Fisher expansions using sample cumulants and monotonic transformations (Q642218) (← links)
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
• Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
• Accuracy of the bootstrap approximation (Q1179291) (← links)
• Bounds for the sample size to justify normal approximation of the confidence level (Q1206614) (← links)
• Subsample and half-sample methods (Q1260725) (← links)
• Efficient weighted bootstraps for the mean (Q1298939) (← links)
• Bootstrapping binomial confidence intervals (Q1344186) (← links)
• Asymptotic expansions and bootstrap approximations in factor analysis (Q1604617) (← links)
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
• Bootstrap confidence intervals (Q1813204) (← links)
• On bootstrap accuracy with censored data (Q1816584) (← links)
• Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
• On a modified bootstrap for certain asymptotically nonnormal statistics (Q1897067) (← links)
• Higher order normalizing transformations of asymptotic \(U\)-statistics for removing bias, skewness and kurtosis (Q1969137) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• Pairwise comparisons of trimmed means for two or more groups (Q2511842) (← links)
• Bootstrap in moving average models (Q2641053) (← links)
• The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology (Q2903806) (← links)
• One and two sample confidence intervals for estimating the mean of skewed populations: an empirical comparative study (Q3184473) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• Estimation and testing procedures for non-normal samples: an introduction and a bibliography (Q3473073) (← links)
• Resampling estimation when observations are m–dependent (Q3473118) (← links)
• Inference about the mean of a skewed population: a comparative study (Q3497817) (← links)
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures (Q3625319) (← links)
• A note on the bootstrap procedure for testing linear hypotheses (Q3798029) (← links)
• Tests of hypotheses about regression parameters when using a robust estimator (Q4269493) (← links)
• Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
• On descriptive confidence intervals for the mean of asymmetric populations (Q4470131) (← links)
• Improved bootstrap confidence intervals in certain toxicological experiments (Q4843894) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• Transformation tests and their asymptotic power in two-sample comparisons (Q5023856) (← links)
• Confidence intervals for the ratio of two variances (Q5129104) (← links)
• Split distribution method for constructing confidence intervals for simulation output analyses (Q5751816) (← links)
• Kesar Singh's contributions to statistical methodology (Q5970306) (← links)