Pages that link to "Item:Q1595939"

The following pages link to Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors (Q1595939):

Displaying 50 items.

• Bayesian estimation and prediction for flexible Weibull model under type-II censoring scheme (Q361589) (← links)
• Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping (Q623062) (← links)
• Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
• A comparison of normal and discrete bootstraps for standard errors in equation systems (Q796244) (← links)
• Probabilistic risk analysis using ordered weighted averaging (OWA) operators (Q841874) (← links)
• The \(F\) model on dynamical quadrangulations (Q875887) (← links)
• Density estimator for strip transects when animals show directional movement and observation speed is slow (Q956762) (← links)
• Risk of mortality after acute myocardial infarction: performance of model updating methods for application in different geographical regions (Q961200) (← links)
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (Q1072302) (← links)
• The bootstrap: Some large sample theory and connections with robustness (Q1077837) (← links)
• A new technique for postsample model selection and validation (Q1129270) (← links)
• Bootstrap for nonstandard cases (Q1345563) (← links)
• Diagnosing bootstrap success (Q1370526) (← links)
• Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
• Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
• Traffic intensity estimation in finite Markovian queueing systems (Q1720712) (← links)
• An algorithm for computing standard errors from categorial data (Q1896086) (← links)
• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
• The bootstrap - a review (Q1965952) (← links)
• On stable parameter estimation and forecasting in epidemiology by the Levenberg-Marquardt algorithm with Broyden's rank-one updates for the Jacobian operator (Q2008270) (← links)
• Entropy balancing for continuous treatments (Q2121828) (← links)
• Modeling genetic networks from clonal analysis (Q2186501) (← links)
• An apparent paradox: a classifier based on a partially classified sample may have smaller expected error rate than that if the sample were completely classified (Q2209737) (← links)
• Interval estimation of gamma for an \(R\times S\) table (Q2259991) (← links)
• Bootstrap ICC estimators in analysis of small clustered binary data (Q2282601) (← links)
• A new long-term survival model with dispersion induced by discrete frailty (Q2308433) (← links)
• A market-consistent framework for the fair evaluation of insurance contracts under Solvency II (Q2331008) (← links)
• Bayesian estimation of the reliability characteristic of Shanker distribution (Q2338172) (← links)
• Dynamic decision making for graphical models applied to oil exploration (Q2356038) (← links)
• Frequentist standard errors of Bayes estimators (Q2403394) (← links)
• Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information (Q2418408) (← links)
• Automated learning of mixtures of factor analysis models with missing information (Q2665792) (← links)
• Determination of uncertainty in environmental noise measurements by bootstrap method (Q2881686) (← links)
• Bootstrap confidence intervals and hypothesis tests for extrema of parameters (Q3067014) (← links)
• Bootstrap Method for Dependent Data Structure and Measure of Statistical Precision (Q3583071) (← links)
• Variance stabilization and the bootstrap (Q3796552) (← links)
• (Q3836533) (← links)
• Bootstrap methodology (Q4287453) (← links)
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models (Q4387674) (← links)
• Prediction uncertainty and optimal experimental design for learning dynamical systems (Q4591831) (← links)
• Some Critical Insights on the Unbiased Efficient Frontier à la Bodnar&Bodnar (Q4689050) (← links)
• Exploring the total positivity of yields correlations (Q5001156) (← links)
• Parameter estimation for univariate Skew-Normal distribution based on the modified empirical characteristic function (Q5039821) (← links)
• Bang the Can Slowly: An Investigation into the 2017 Houston Astros (Q5050810) (← links)
• Confidence interval estimation of the Youden index and corresponding cut-point for a combination of biomarkers under normality (Q5079252) (← links)
• Bootstrap confidence intervals for the coefficient of quartile variation (Q5087491) (← links)
• Combining Multiple Observational Data Sources to Estimate Causal Effects (Q5120690) (← links)
• District-level poverty estimation: a proposed method (Q5124921) (← links)
• Trends in smoking cessation: a Markov model approach (Q5126931) (← links)
• Partially linear models and their applications to change point detection of chemical process data (Q5138693) (← links)