The following pages link to Simulated power functions (Q1091062):
Displaying 31 items.
- Control of generalized error rates in multiple testing (Q155664) (← links)
- Discussion of ``Statistics on manifolds \dots'' by R. Bhattacharya and V. Patrangenaru (Q393529) (← links)
- Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
- Bootstrap choice of tuning parameters (Q756329) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- Comparing variances of correlated variables (Q1089702) (← links)
- A new technique for postsample model selection and validation (Q1129270) (← links)
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations (Q1206455) (← links)
- Semiparametric random coefficient regression models (Q1335367) (← links)
- Efficient nonparametric estimation of a distribution function. (Q1608626) (← links)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap (Q2125483) (← links)
- A model for the development of \textit{Aedes} (\textit{Stegomyia}) \textit{aegypti} as a function of the available food (Q2351360) (← links)
- Confidence sets for the maximizers of intensity functions (Q2386159) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Model checking in Tobit regression via nonparametric smoothing (Q2637601) (← links)
- Consistency of the bootstrap for the ransformed two-sample<i>t</i>-test (Q3212114) (← links)
- Testing for differences in location: a comparison of bootstrap methods in the small sample case (Q3298009) (← links)
- ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL (Q3497077) (← links)
- Estimating general variable acceptance sampling plans by bootstrap methods (Q3591780) (← links)
- Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap (Q3787309) (← links)
- Power estimation for two sample tests using balanced resampling (Q4241676) (← links)
- Inexact control variates for the iterated bootstrap (Q4361985) (← links)
- A minimum variance adaptive technique for parameter estimation and hypothesis testing (Q4488753) (← links)
- A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency (Q4689044) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- Introduction to the bootstrap world (Q5965015) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
