Pages that link to "Item:Q2775631"

The following pages link to A simple resampling method by perturbing the minimand (Q2775631):

Displaying 50 items.

• Fast censored linear regression (Q60738) (← links)
• Quantile calculus and censored regression (Q61126) (← links)
• Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
• Semiparametric varying-coefficient model with right-censored and length-biased data (Q321921) (← links)
• Quantile regression analysis of case-cohort data (Q391857) (← links)
• Variance estimation in censored quantile regression via induced smoothing (Q433236) (← links)
• Estimation for semiparametric transformation models with length-biased sampling (Q464588) (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
• A bootstrapped spectral test for adequacy in weak ARMA models (Q494376) (← links)
• Partially varying coefficient single-index additive hazard models (Q498046) (← links)
• Multiple quantile regression analysis of longitudinal data: heteroscedasticity and efficient estimation (Q512032) (← links)
• Inverse censoring weighted median regression (Q537404) (← links)
• Estimation of semiparametric regression model with longitudinal data (Q746039) (← links)
• Weighted rank estimation for nonparametric transformation models with nonignorable missing data (Q830580) (← links)
• A rank-based approach to estimating monotone individualized two treatment regimes (Q830619) (← links)
• Asymptotic theory for the semiparametric accelerated failure time model with missing data (Q834343) (← links)
• Monotone rank estimation of transformation models with length-biased and right-censored data (Q892789) (← links)
• The quantile process under random censoring (Q893069) (← links)
• Quantile regression of longitudinal data with informative observation times (Q901287) (← links)
• Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model (Q959251) (← links)
• Rank regression for analysis of clustered data: a natural induced smoothing approach (Q962354) (← links)
• M-estimation of the accelerated failure time model under a convex discrepancy function (Q974513) (← links)
• Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Efficient estimation in the partially linear quantile regression model for longitudinal data (Q1746542) (← links)
• Estimating a unitary effect summary based on combined survival and quantitative outcomes (Q1800122) (← links)
• A quantile regression estimator for censored data (Q1940762) (← links)
• Bootstrapping \(U\)-statistics: applications in least squares and robust regression (Q1940900) (← links)
• Strict stationarity testing and GLAD estimation of double autoregressive models (Q2000866) (← links)
• Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
• Generalized accelerated failure time model with censored data from case-cohort studies (Q2112256) (← links)
• Weighted rank estimation for nonparametric transformation models with doubly truncated data (Q2131968) (← links)
• Estimation and inference of predictive discrimination for survival outcome risk prediction models (Q2134155) (← links)
• Random weighting in LASSO regression (Q2154956) (← links)
• Three-step risk inference in insurance ratemaking (Q2155833) (← links)
• Semi-supervised approach to event time annotation using longitudinal electronic health records (Q2163816) (← links)
• Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
• A nonparametric inverse probability weighted estimation for functional data with missing response data at random (Q2178173) (← links)
• Generalized accelerated recurrence time model in the presence of a dependent terminal event (Q2194482) (← links)
• Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors (Q2242146) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
• Quantile regression of right-censored length-biased data using the Buckley-James-type method (Q2259807) (← links)
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data (Q2270678) (← links)
• Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
• Semiparametric estimation of a censored regression model with endogeneity (Q2295811) (← links)
• Semiparametric quantile regression with random censoring (Q2304246) (← links)
• Perturbation bootstrap in adaptive Lasso (Q2313280) (← links)
• A safe screening rule for accelerating weighted twin support vector machine (Q2318604) (← links)
• A new minimum contrast approach for inference in single-index models (Q2359675) (← links)
• On the single-index model estimate of the conditional density function: consistency and implementation (Q2407115) (← links)