Pages that link to "Item:Q5286549"

The following pages link to Approximation to the distribution of \(M\)-estimates in linear models by randomly weighted bootstrap (Q5286549):

Displaying 40 items.

• General relative error criterion and M-estimation (Q372241) (← links)
• Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
• Empirical likelihood for least absolute relative error regression (Q464442) (← links)
• Rank regression for accelerated failure time model with clustered and censored data (Q901630) (← links)
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty (Q904101) (← links)
• Random weighting method for Cox's proportional hazards model (Q1042764) (← links)
• Approximation by randomly weighting method in censored regression model (Q1042904) (← links)
• On bootstrapping \(M\)-estimated residual processes in multiple linear regression models (Q1328353) (← links)
• Generalized bootstrap for estimators of minimizers of convex functions (Q1410281) (← links)
• Composite quantile regression estimation for left censored response longitudinal data (Q1617021) (← links)
• A propensity score adjustment method for regression models with nonignorable missing covariates (Q1660142) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Generalized bootstrap for estimating equations (Q1781166) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Bootstrap approximation to the distribution of M-estimates in a linear model (Q1888705) (← links)
• A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
• A large sample study of randomly weighted bootstrap in linear models (Q1974221) (← links)
• Quantile regression methods for first-price auctions (Q2074589) (← links)
• Recycled two-stage estimation in nonlinear mixed effects regression models (Q2082461) (← links)
• Optimal subsampling for least absolute relative error estimators with massive data (Q2099270) (← links)
• Testing in linear composite quantile regression models (Q2259793) (← links)
• Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method (Q2316307) (← links)
• Approximation by random weighting method for M-test in linear models (Q2372577) (← links)
• Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap (Q2439251) (← links)
• Approximation to the distribution of LAD estimators for censored regression by random weighting method (Q2491856) (← links)
• Randomly weighted LAD-estimation for partially linear errors-in-variables models (Q2515971) (← links)
• Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap (Q2643748) (← links)
• Semiparametric Regression in Size-Biased Sampling (Q3561812) (← links)
• (Q3640397) (← links)
• (Q4614125) (← links)
• (Q4709537) (← links)
• Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
• Calibration using constrained smoothing with applications to mass spectrometry data (Q5170209) (← links)
• Asymptotic efficiency of randomly weighted bootstrap for linear models (Q5955886) (← links)
• Robust inference for subgroup analysis with general transformation models (Q6076576) (← links)
• Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records (Q6079687) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient (Q6164871) (← links)
• Distributed inference for the quantile regression model based on the random weighted bootstrap (Q6595342) (← links)
• Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)