Pages that link to "Item:Q1781166"

The following pages link to Generalized bootstrap for estimating equations (Q1781166):

Displaying 50 items.

• Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
• Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
• Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Bootstrap confidence sets under model misspecification (Q892253) (← links)
• Bootstrapping general empirical measures (Q918584) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles (Q984653) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• Bootstrapping for highly unbalanced clustered data (Q1621206) (← links)
• Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
• Bootstrapping longitudinal data with multiple levels of variation (Q1662863) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Bootstrap estimation of uncertainty in prediction for generalized linear mixed models (Q1799868) (← links)
• Bootstrap variance estimation with survey data when estimating model parameters (Q1927231) (← links)
• Bootstrap bias-adjusted GMM estimators (Q1929388) (← links)
• Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
• Canonical quantile regression (Q2079612) (← links)
• Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
• Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
• Direct and approximately valid probabilistic inference on a class of statistical functionals (Q2105573) (← links)
• On weighted multivariate sign functions (Q2146460) (← links)
• Random weighting in LASSO regression (Q2154956) (← links)
• Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• Smooth minimum distance estimation and testing with conditional estimating equations: uniform in bandwidth theory (Q2448409) (← links)
• A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference (Q2637362) (← links)
• Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap (Q2643748) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Locally efficient semiparametric estimators for proportional hazards models with measurement error (Q2815598) (← links)
• Mechanistic analysis of challenge-response experiments (Q2861969) (← links)
• Inference on polychotomous responses in finite populations (Q2911699) (← links)
• Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation (Q2949867) (← links)
• A Weighted Linear Estimator of Multivariate ARCH Parameters (Q3015866) (← links)
• Bootstrap for generalized linear models (Q3031769) (← links)
• Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
• (Q4215586) (← links)
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
• (Q4864588) (← links)
• Efficient Estimation for Rank‐Based Regression with Clustered Data (Q4911930) (← links)
• Model-based bootstrap for detection of regional quantile treatment effects (Q5012348) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTS (Q5176759) (← links)
• Applications of the Fractional-Random-Weight Bootstrap (Q5869303) (← links)
• A resampling approach to estimation of the linking variance in the Fay–Herriot model (Q5880010) (← links)
• Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data (Q5881130) (← links)
• Impact of bootstrap on the estimating functions (Q5965017) (← links)
• Bootstrapping quantile correlations with an application for income status across generations (Q6047352) (← links)