The following pages link to The estimating function bootstrap (Q4527893):
Displaying 36 items.
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- A fast resample method for parametric and semiparametric models (Q469558) (← links)
- Functional inference in semiparametric models using the piggyback bootstrap (Q816375) (← links)
- Bootstrapping complex functions (Q1003549) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Efficient bootstrap estimation of distribution functions (Q1605835) (← links)
- Small sample inference for probabilistic index models (Q1662182) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Generalized bootstrap for estimating equations (Q1781166) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Bootstrapping \(U\)-statistics: applications in least squares and robust regression (Q1940900) (← links)
- Confidence intervals in a regression with both linear and non-linear terms (Q1952201) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
- Beyond first-order asymptotics for Cox regression (Q2345126) (← links)
- Permutation methods in relative risk regression models (Q2475728) (← links)
- Normalizing unbiased estimating functions (Q2581643) (← links)
- On nonsmooth estimating functions via jackknife empirical likelihood (Q2791828) (← links)
- Mechanistic analysis of challenge-response experiments (Q2861969) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- Estimating Function Jackknife Variance Estimators Under Stratified Multistage Sampling (Q3155381) (← links)
- Using bootstrap method to evaluate the estimates of nicotine equivalents from linear mixed model and generalized estimating equation (Q3183910) (← links)
- Estimating equation-based causality analysis with application to microarray time series data (Q3305037) (← links)
- Bootstrapping data with multiple levels of variation (Q3626375) (← links)
- (Q3999522) (← links)
- A resampling method by perturbing the estimating functions for quantile regression with missing data (Q4638857) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation (Q4975340) (← links)
- Inference for L-estimators of location using a bootstrap warping approach (Q5082683) (← links)
- On the Boundedness and Nonmonotonicity of Generalized Score Statistics (Q5876896) (← links)
- Impact of bootstrap on the estimating functions (Q5965017) (← links)
- Utilizing a quantile function approach to obtain exact bootstrap solutions (Q5965022) (← links)
- A higher-order correct fast moving-average bootstrap for dependent data (Q6163269) (← links)
