Pages that link to "Item:Q1822432"
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The following pages link to Jackknife, bootstrap and other resampling methods in regression analysis (Q1822432):
Displaying 50 items.
- A note on the delete-d jackknife variance estimators (Q81522) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- A Covariance Estimator for GEE with Improved Small‐Sample Properties (Q119341) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Restricted fence method for covariate selection in longitudinal data analysis (Q153782) (← links)
- Unified approach to testing functional hypotheses in semiparametric contexts (Q262835) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Generalized spectral tests for the martingale difference hypothesis (Q278047) (← links)
- Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
- A statistical method for geometry inspection from point clouds (Q279598) (← links)
- Nonparametric tests for conditional symmetry in dynamic models (Q289176) (← links)
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- Statistical inference on restricted linear regression models with partial distortion measurement errors (Q318978) (← links)
- The statistical inferences of fuzzy regression based on bootstrap techniques (Q344087) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Stability (Q373542) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Resampling-based nonparametric statistical inferences about the distributions of order statistics (Q488072) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
- Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
- Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading (Q506058) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Benchmarked estimates in small areas using linear mixed models with restrictions (Q619109) (← links)
- ANOVA for longitudinal data with missing values (Q620563) (← links)
- New tests for jumps in semimartingale models (Q625314) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis (Q650729) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Using local linear kernel smoothers to test the lack of fit of nonlinear regression models (Q713661) (← links)
- The size and power of bootstrap tests for spatial dependence in a linear regression model (Q719013) (← links)
- Improved model checking methods for parametric models with responses missing at random (Q730434) (← links)
