Pages that link to "Item:Q5706719"
From MaRDI portal
The following pages link to Bootstrap estimation of covariance matrices via the percentile method (Q5706719):
Displaying 5 items.
- Extremal quantile regressions for selection models and the black-white wage gap (Q1706453) (← links)
- Applications of hyperellipsoidal prediction regions (Q1785807) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- Bootstrapping analogs of the one way MANOVA test (Q5077919) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)