The following pages link to (Q4488846):
Displaying 11 items.
- A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)
- Bootstrapping for multivariate linear regression models (Q1698265) (← links)
- Revision: variance inflation in regression (Q1952490) (← links)
- Use and Abuse of Variance Models in Regression (Q3201381) (← links)
- MODELING AND ESTIMATING VARIANCES IN REGRESSION (Q4540726) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- (Q5417175) (← links)
- A resampling approach to estimation of the linking variance in the Fay–Herriot model (Q5880010) (← links)
- High-dimensional estimation of quadratic variation based on penalized realized variance (Q6166018) (← links)