The following pages link to (Q4318617):
Displaying 50 items.
- bootstrap (Q30935) (← links)
- ROC curve and covariates: extending induced methodology to the non-parametric framework (Q70717) (← links)
- Predictive learning via rule ensembles (Q71543) (← links)
- A generative model for rank data based on insertion sort algorithm (Q89742) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- Statistical analyses for round robin interaction data (Q91154) (← links)
- Comparing Two Samples Through Stochastic Dominance: A Graphical Approach (Q107069) (← links)
- A Framework for Random-Effects ROC Analysis: Biases with the Bootstrap and Other Variance Estimators (Q114169) (← links)
- Computing the confidence levels for a root-mean-square test of goodness-of-fit (Q115929) (← links)
- A new universal resample-stable bootstrap-based stopping criterion for PLS component construction (Q123736) (← links)
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Prediction intervals for general balanced linear random models (Q133147) (← links)
- Tree-structured modelling of categorical predictors in generalized additive regression (Q137407) (← links)
- BETS: The dangers of selection bias in early analyses of the coronavirus disease (COVID-19) pandemic (Q137953) (← links)
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula (Q141957) (← links)
- The regression trunk approach to discover treatment covariate interaction (Q144979) (← links)
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
- Marginal regression analysis of clustered failure time data with a cure fraction (Q151128) (← links)
- Understanding predictive information criteria for Bayesian models (Q260993) (← links)
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Estimating the density of a conditional expectation (Q262700) (← links)
- Intelligent choice of the number of clusters in \(K\)-means clustering: an experimental study with different cluster spreads (Q263223) (← links)
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data (Q263260) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Testing for structural change in regression with long memory processes (Q265120) (← links)
- Constrained multilevel latent class models for the analysis of three-way three-mode binary data (Q269109) (← links)
- Model selection for the trend vector model (Q269111) (← links)
- On the added value of bootstrap analysis for \(K\)-means clustering (Q269548) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Non-linear canonical correlation analysis using alpha-beta divergence (Q280460) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
- Evaluating risk-prediction models using data from electronic health records (Q288590) (← links)
- Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
- On estimation of covariate-specific residual time quantiles under the proportional hazards model (Q291270) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- On the empirical scaling of run-time for finding optimal solutions to the travelling salesman problem (Q296693) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- Inferential methods for elasticity estimates (Q299475) (← links)
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Rankings and university performance: a conditional multidimensional approach (Q319493) (← links)
- From partial derivatives of DEA frontiers to marginal products, marginal rates of substitution, and returns to scale (Q323270) (← links)
- Ensemble of randomized soft decision trees for robust classification (Q332765) (← links)
