Pages that link to "Item:Q1825561"
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The following pages link to A general theory for jackknife variance estimation (Q1825561):
Displaying 50 items.
- A note on the delete-d jackknife variance estimators (Q81522) (← links)
- Imputation Scores (Q116910) (← links)
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Confidence intervals for quantile estimation using jackknife techniques (Q626236) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Some modifications of the Z -tests of normality and their isotones (Q713875) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- Estimating the variance of the sample median, discrete case (Q756328) (← links)
- Some asymptotic results for jackknifing the sample quantile (Q758044) (← links)
- Jackknife variance estimators for generalized L-statistics (Q809498) (← links)
- Asymptotic properties of sample quantiles from a finite population (Q907091) (← links)
- Mean estimation in the presence of change points (Q1033082) (← links)
- Heteroscedasticity-robustness of jackknife variance estimators in linear models (Q1106594) (← links)
- Half-sample estimation of sampling distributions (Q1123503) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Jackknife estimator for an \(m\)-dependent stationary process (Q1210228) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- A quadratic approximation for jackknife estimators of the variance of sample mean functions (Q1280034) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- On the subsample bootstrap variance estimation (Q1305251) (← links)
- An improvement of the jackknife distribution function estimator (Q1314465) (← links)
- On the dispersion of multivariate median (Q1335358) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- The iterated jackknife estimate of variance (Q1373990) (← links)
- Sharpening estimators using resampling (Q1378786) (← links)
- A multivariate approach for estimating the random effects variance component in one-way random effects model. (Q1380607) (← links)
- Asymptotic results in jackknifing nonsmooth functions of the sample mean vector (Q1430914) (← links)
- The jackknife's edge: inference for censored regression quantiles (Q1623416) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- Copula-based measures of reflection and permutation asymmetry and statistical tests (Q1685296) (← links)
- Resampling methods for estimating variance in surveys (Q1732733) (← links)
- Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics (Q1848889) (← links)
- An improved method for comparing variances when distributions have non-identical shapes (Q1896178) (← links)
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model (Q2247474) (← links)
- Subsampling (weighted smooth) empirical copula processes (Q2274974) (← links)
- On distribution function estimation using log-odds interpolation (Q2321772) (← links)
- Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances (Q2329877) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals (Q2427167) (← links)
- Biasedness of the jackknife variance estimator of sample mean square (Q2764962) (← links)
- Subsampling versus bootstrapping in resampling-based model selection for multivariable regression (Q2805220) (← links)
- Pitfalls of hypothesis tests and model selection on bootstrap samples: causes and consequences in biometrical applications (Q2806831) (← links)
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme (Q2861961) (← links)
- Second-order approximations of finite population<i>L</i>-statistics (Q2863082) (← links)
- Evaluating the Effective Degrees of Freedom of the Delete-a-Group Jackknife (Q2876174) (← links)
- Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
- Taylor linearization sampling errors and design effects for poverty measures and other complex statistics (Q3019499) (← links)