Pages that link to "Item:Q3809040"
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The following pages link to On bootstrap resampling and iteration (Q3809040):
Displaying 42 items.
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
- Bootstrap choice of tuning parameters (Q756329) (← links)
- Evaluation of multilevel decision trees (Q872068) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Resampling a coverage pattern (Q1072299) (← links)
- On bootstrap and analytical bias corrections (Q1128548) (← links)
- Simulation methods for mean and median bias reduction in parametric estimation (Q1361614) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
- Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
- A discrete model for bootstrap iteration (Q1676370) (← links)
- Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- A third-order bias corrected estimate in generalized linear models (Q2384660) (← links)
- Adaptive resampling algorithms for estimating bootstrap distributions (Q2480028) (← links)
- On multivariate smoothed bootstrap consistency (Q2480034) (← links)
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Improving reproducibility probability estimation and preserving \textit{RP}-testing (Q2664994) (← links)
- Random weighting estimation of confidence intervals for quantiles (Q2802825) (← links)
- Iterative bias correction of the cross-validation criterion (Q2911707) (← links)
- Confidence intervals for nonparametric regression (Q3021182) (← links)
- Better nonparametric bootstrap confidence intervals for the correlation coefficient (Q3350507) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Iterated Bootstrap‐<i>t</i> Confidence Intervals for Density Functions (Q3608269) (← links)
- On Bootstrap Iteration for Coverage Correction in Confidence Intervals (Q3971655) (← links)
- A nonparametric estimator of the number of classes based on a stratified random sample (Q4843669) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean (Q5093748) (← links)
- Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
- Iterated bootstrap procedure in individual bioequivalence (Q5865834) (← links)
- An exact iterated bootstrap algorithm for small-sample bias reduction. (Q5940870) (← links)
- Point and interval estimation of powers of scale parameters for two normal populations with a common mean (Q6089307) (← links)
- Estimation of Randomisation Mean Square Error in Small Area Estimation (Q6090524) (← links)
- Bayesian estimation and classification for two logistic populations with a common location (Q6177000) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- On the estimation bias in first-order bifurcating autoregressive models (Q6541745) (← links)
