Pages that link to "Item:Q756327"
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The following pages link to Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (Q756327):
Displaying 50 items.
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- On testing whether burn-in is required under the long-run average cost (Q273740) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data (Q431908) (← links)
- Nonparametric density estimation for symmetric distributions by contaminated data (Q434246) (← links)
- Asymptotically unbiased estimators for the extreme-value index (Q449915) (← links)
- Minimum distance density-based estimation (Q673149) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Leader nodes in communities for information spreading (Q832130) (← links)
- On the estimation of a changepoint in a tail index (Q852282) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- Statistics of extremes by oracle estimation (Q939657) (← links)
- Bootstrap approximation of tail dependence function (Q943615) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- On nonparametric local inference for density estimation (Q962279) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Bootstrap and empirical likelihood methods in extremes (Q1003320) (← links)
- Higher order estimation at Lebesgue points (Q1029644) (← links)
- Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population (Q1125975) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Nonparametric tail estimation using a double bootstrap method. (Q1275535) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- A comparative study of several smoothing methods in density estimation (Q1361540) (← links)
- Bandwidth selection in nonparametric spectral density estimation of the stationary Gaussian process (Q1367105) (← links)
- Universal smoothing factor selection in density estimation: theory and practice. (With discussion) (Q1382944) (← links)
- Kernel density estimation of actuarial loss functions (Q1413381) (← links)
- Kernel-type estimators for the extreme value index (Q1430919) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Bandwidth selection for kernel density estimation: a review of fully automatic selectors (Q1621254) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Selecting the optimal sample fraction in univariate extreme value estimation (Q1805764) (← links)
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample (Q1881003) (← links)
- On the minimisation of \(L^ p\) error in mode estimation (Q1922389) (← links)
- Estimation of central shapes of error distributions in linear regression problems (Q1934473) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- Exact results and bounds for the mean squared error of percentile bootstraps (Q1965937) (← links)
- Estimating a tail exponent by modelling departure from a Pareto distribution (Q1970488) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies (Q2220298) (← links)
- Subsampling extremes: from block maxima to smooth tail estimation (Q2252905) (← links)
- No effect tests in regression on functional variable and some applications to spectrometric studies (Q2259098) (← links)
- Modelling extreme claims via composite models and threshold selection methods (Q2306111) (← links)
- Bootstrapping the mean integrated squared error (Q2365602) (← links)
- Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
