Pages that link to "Item:Q1200740"
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The following pages link to Bootstrap variance estimators with truncation (Q1200740):
Displaying 11 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Bootstrapping robust estimates of regression (Q1848949) (← links)
- A test of homogeneity for age-dependent branching processes with immigration (Q2346520) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
- A modified bootstrap estimator for the mean of an asymmetric distribution (Q4201520) (← links)
- Statistical bootstrapping methods in VaR calculation (Q4551194) (← links)
- Bootstrap estimation of covariance matrices via the percentile method (Q5706719) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)
- An averaging estimator for two-step m-estimation in semiparametric models (Q6536817) (← links)