The following pages link to (Q3787304):
Displaying 22 items.
- Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes (Q275259) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- On the number of bootstrap simulations required to construct a confidence interval (Q1087272) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- Bootstrapping the mean of a symmetric population (Q1210283) (← links)
- Variance stabilizing transformations, studentization and the bootstrap (Q1360975) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- A robust and easy confidence procedure with moderately long-tailed symmetric distributions (Q1896140) (← links)
- Coverage probabilities of bootstrap-confidence intervals for quantiles (Q2277708) (← links)
- On inference based on the one-sample sign statistic for long-range dependent data (Q2430249) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- New bootstrap confidence intervals for means of positively skewed distributions (Q2834645) (← links)
- Percentile-t Bootstrap Confidence Intervals for Period Using Periodogram (Q2865254) (← links)
- Assessing Time-Reversibility Under Minimal Assumptions (Q3552857) (← links)
- On the bootstrap and two-sample problems (Q3798057) (← links)
- Better nonparametric confidence intervals for the mean of a symmetric distribution (Q4369363) (← links)
- Simulation Study of Conditional, Bootstrap, and<i>t</i>Confidence Intervals in Linear Regression (Q4416328) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- A robust approach for inference on style analysis coefficients (Q6580661) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity (Q6635567) (← links)
