Pages that link to "Item:Q3201344"
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The following pages link to Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families (Q3201344):
Displaying 34 items.
- Nonparametric likelihood inference for general autoregressive models (Q257487) (← links)
- Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
- Empirical likelihood method for quantiles with response data missing at random (Q511170) (← links)
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (Q1039835) (← links)
- Variance stabilizing transformations, studentization and the bootstrap (Q1360975) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- A simple derivation of the efficiency bound for conditional moment restriction models (Q1667997) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Global tilting method (Q1922243) (← links)
- Exponential empirical likelihood is not Bartlett correctable (Q1922411) (← links)
- Confidence intervals for seroprevalence (Q2163068) (← links)
- Managing the essential zeros in quantitative fatty acid signature analysis (Q2260202) (← links)
- Nonparametric tests for multi-parameter \(M\)-estimators (Q2359679) (← links)
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation (Q2482614) (← links)
- Empirical likelihood in a regression model with noised variables (Q2499094) (← links)
- Bartlett-type adjustments for empirical discrepancy test statistics (Q2581636) (← links)
- Local information theoretic methods for smooth coefficients dynamic panel data models (Q2817315) (← links)
- Regression analysis for long-term survival rate via empirical likelihood (Q3369534) (← links)
- Confidence bounds for the mean in nonparametric multisample problems (Q3592386) (← links)
- On the relative accuracy of certain bootstrap procedures (Q4267405) (← links)
- The effectiveness of bootstrap methods in evaluating skewed auditing populations: a simulation study (Q4355607) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Empirical likelihood of the distribution function in the finite point under <i>ϕ</i>-mixing samples (Q5083878) (← links)
- Nonparametric hypothesis testing for equality of means on the simplex (Q5106785) (← links)
- Generalized pseudo empirical likelihood inferences for complex surveys (Q5247412) (← links)
- Block empirical likelihood for longitudinal partially linear regression models (Q5476452) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- Calibration Weighting Methods for Complex Surveys (Q6064625) (← links)
- A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators (Q6105769) (← links)
