Pages that link to "Item:Q3948457"
From MaRDI portal
The following pages link to Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods (Q3948457):
Displaying 47 items.
- A graph theoretical approach to data fusion (Q306678) (← links)
- The micro-behavioral framework for estimating total damage of global warming on natural resource enterprises with full adaptations (Q321430) (← links)
- Likelihood reweighting methods to reduce potential bias in noninferiority trials which rely on historical data to make inference (Q386771) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Alternative interval estimation for parameters of bivariate exponential model with time varying covariate (Q626241) (← links)
- Mixture of latent trait analyzers for model-based clustering of categorical data (Q892805) (← links)
- Bootstrapping estimation for estimating relative potency in combinations of bioassays (Q1020123) (← links)
- Resampling a coverage pattern (Q1072299) (← links)
- Estimating recorder points and other management science applications by bootstrap procedure (Q1197937) (← links)
- Sharpening estimators using resampling (Q1378786) (← links)
- A nonparametric measure of the overlapping coefficient. (Q1589456) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Markov transition model to dementia with death as a competing event (Q1623696) (← links)
- Biomarker assessment and combination with differential covariate effects and an unknown gold standard, with an application to Alzheimer's disease (Q1624842) (← links)
- Addressing overfitting and underfitting in Gaussian model-based clustering (Q1663118) (← links)
- On finite mixtures of discretized beta model for ordered responses (Q2084722) (← links)
- Non-homogeneous Poisson process intensity modeling and estimation using measure transport (Q2108510) (← links)
- A new approach to estimation of the proportional hazards model based on interval-censored data with missing covariates (Q2163804) (← links)
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap (Q2282602) (← links)
- Modeling uncertainty of expert elicitation for use in risk-based optimization (Q2288878) (← links)
- Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
- A low-end quantile estimator from a right-skewed distribution (Q2815968) (← links)
- Resampling-based Classification Using Depth for Functional Curves (Q2828715) (← links)
- Latent variable modeling paradigms for genotype-trait association studies (Q3100767) (← links)
- Erosion of Regression Effect in a Survival Study (Q3442962) (← links)
- The starship (Q3471359) (← links)
- The starship for point estimates and confidence intervals on a mean and for percentiles (Q3471406) (← links)
- Using the bootstrap in testing symmetry versus asymmetry (Q3749941) (← links)
- A distribution free method of detecting outliers in regression (Q3804003) (← links)
- Nonparametric standard errors and confidence intervals (Q3940658) (← links)
- On the estimation of skewness of a statistic using the jackknife and the bootstrap (Q3990733) (← links)
- Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
- Robust bootstrap procedures for the chain-ladder method (Q4577209) (← links)
- ESTIMATES OF STANDARD DEVIATION OF SPEARMAN'S RANK CORRELATION COEFFICIENTS WITH DEPENDENT OBSERVATIONS (Q4787585) (← links)
- Interval estimates for the optimum point of a quadratic logistic curve —a comparison of different estimation methods via simulation (Q4859851) (← links)
- Sequential Learning of Active Subspaces (Q5066503) (← links)
- Determination of the functional form of the relationship of covariates to the log hazard ratio in a Cox model (Q5130228) (← links)
- Bootstrapping the correlation coefficient: a comparison of smoothing strategies (Q5287294) (← links)
- An elastic net penalized small area model combining unit- and area-level data for regional hypertension prevalence estimation (Q5861599) (← links)
- Iterative Multiple Imputation: A Framework to Determine the Number of Imputed Datasets (Q5869267) (← links)
- Bootstrap Liu estimators for Poisson regression model (Q6049853) (← links)
- Early identification of biliary atresia using subspace and the bootstrap methods (Q6106155) (← links)
- Geometry and applied statistics (Q6138796) (← links)
- Distributions and bootstrap for data-based stochastic programming (Q6538818) (← links)
- A bootstrap-augmented alternating expectation-conditional maximization algorithm for mixtures of factor analyzers (Q6541519) (← links)
- A censored quantile regression approach for relative survival analysis: relative survival quantile regression (Q6563667) (← links)
- Guttman algebras and a model checking procedure for Guttman scales (Q6599621) (← links)
