The following pages link to (Q3359591):
Displaying 23 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance (Q338324) (← links)
- Application of the bootstrap method for estimation of the quantile function (Q927585) (← links)
- Diagnostic checking for multivariate regression models (Q953847) (← links)
- A rank test for equality of two multivariate populations vs a particular ordered alternative. (Q1275529) (← links)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
- Confidence interval estimation of overlap: equal means case. (Q1583061) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Robust and consistent estimation of nonlinear errors-in-variables models (Q1858959) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- A note on bootstrap model selection criterion (Q1914279) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Weak convergence of a bootstrap geometric-type estimator with applications to risk theory (Q2499834) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- (Q4373859) (← links)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model (Q6195479) (← links)
