Pages that link to "Item:Q3800903"
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The following pages link to The bootstrap: To smooth or not to smooth? (Q3800903):
Displaying 50 items.
- (Un)Conditional Sample Generation Based on Distribution Element Trees (Q144213) (← links)
- Bandwidth selection for kernel density estimation with doubly truncated data (Q333704) (← links)
- Direct, prediction- and smoothing-based Kalman and particle filter algorithms (Q553773) (← links)
- Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
- Identification and testing of modes in beliefs (Q696941) (← links)
- Comparison of error distributions in nonparametric regression (Q871023) (← links)
- Augmenting the bootstrap to analyze high dimensional genomic data (Q946203) (← links)
- Nonparametric density estimation and clustering in astronomical sky surveys (Q959201) (← links)
- Uses and abuses of statistical simulation (Q1104027) (← links)
- Bootstrapping the distance between smooth bootstrap and sample quantile distribution (Q1112505) (← links)
- On smoothing and the bootstrap (Q1120222) (← links)
- Nonparametric estimation of distribution functions (Q1179287) (← links)
- Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
- Differentiable functionals and smoothed bootstrap (Q1370555) (← links)
- Edgeworth expansions for nonparametric distribution estimation with applications (Q1378797) (← links)
- Smoothed bootstrap confidence intervals with discrete data (Q1389395) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Mass volume curves and anomaly ranking (Q1786577) (← links)
- The deficiency introduced by resampling (Q1788726) (← links)
- Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations (Q1807141) (← links)
- Optimizing the smoothed bootstrap (Q1895436) (← links)
- On correcting for variance inflation in kernel density estimation (Q1896048) (← links)
- Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
- Exact results and bounds for the mean squared error of percentile bootstraps (Q1965937) (← links)
- Flexible resampling for fuzzy data (Q2023632) (← links)
- Bootstrap methods for epistemic fuzzy data (Q2162141) (← links)
- On multivariate smoothed bootstrap consistency (Q2480034) (← links)
- Goodness-of-fit tests in semiparametric transformation models (Q2629369) (← links)
- The smoothed median and the bootstrap (Q2775644) (← links)
- Nonparametric Confidence Regions for L-Moments (Q2806325) (← links)
- Goodness-of-Fit Tests for Multiplicative Models with Dependent Data (Q3077771) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Biomarker evaluation and comparison using the controls as a reference population (Q3304954) (← links)
- An Investigation of Quantile Function Estimators Relative to Quantile Confidence Interval Coverage (Q3462356) (← links)
- The use of Smooth Bootstrap Techniques for Estimating the Error Rate of a Prediction Rule (Q3471489) (← links)
- On the bootstrap and smoothed bootstrap (Q3473020) (← links)
- Bootstrapping in a high dimensional but very low-sample size problem (Q3589980) (← links)
- Estimating Process Capability Index<i>C</i><sub><i>PM</i></sub>Using a Bootstrap Sequential Sampling Procedure (Q3589991) (← links)
- On characteristic function-based bootstrap tests (Q3598243) (← links)
- On the bootstrap and continuity correction (Q3766652) (← links)
- A note on bootstrapping the correlation coefficient (Q3783373) (← links)
- What happens when bootstrapping the smoothing spline (Q3792073) (← links)
- Computer algebra in probability and statistics (Q4036290) (← links)
- On estimation of generalized densities (Q4202703) (← links)
- IMPROVED BOOTSTRAP THROUGH MODIFIED RESAMPLE SIZE (Q4244089) (← links)
- A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013) (← links)
- Optimal choice between parametric and non-parametric bootstrap estimates (Q4303443) (← links)