Pages that link to "Item:Q3822991"

The following pages link to Bootstrap variance and bias estimation in linear models (Q3822991):

Displaying 13 items.

• Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
• On resampling methods for variance and bias estimation in linear models (Q1106593) (← links)
• Bartlett's correction and the bootstrap in normal linear regression models (Q1676745) (← links)
• Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
• Bootstrap of linear model with AR-error structure (Q1907601) (← links)
• Bootstrap estimation of the variance of the error term in monotonic regression models (Q2862359) (← links)
• Bootstrap of the linear correlation model (Q3357323) (← links)
• A simulation study of bias in estimation of variance by bootstrap linear regression model (Q3471508) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• Bootstrapping and empirical edgeworth expansions in multiple linear regression models (Q4839327) (← links)
• Variance estimates in logistic regression using the bootstrap (Q4843909) (← links)
• Using the bootstrap to estimate the variance in the case of undermodeling (Q5267270) (← links)
• Efficient bias correction for cross-section and panel data (Q6646158) (← links)