Pages that link to "Item:Q1106593"
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The following pages link to On resampling methods for variance and bias estimation in linear models (Q1106593):
Displaying 17 items.
- On resampling techniques for regression models (Q1079903) (← links)
- A quadratic approximation for jackknife estimators of the variance of sample mean functions (Q1280034) (← links)
- Sharpening estimators using resampling (Q1378786) (← links)
- An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
- Resampling-based inference methods for comparing two coefficients alpha (Q1643444) (← links)
- Jackknife, bootstrap and other resampling methods in regression analysis (Q1822432) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- A resampling approach for confidence intervals in linear time-series models after model selection (Q2683268) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- Bootstrap variance and bias estimation in linear models (Q3822991) (← links)
- Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models (Q4036391) (← links)
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
- (Q4839367) (← links)
- Which Resampling-Based Error Estimator for Benchmark Studies? A Power Analysis with Application to PLS-LDA (Q5278354) (← links)
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
- Efficient bias correction for cross-section and panel data (Q6646158) (← links)
