Pages that link to "Item:Q5393929"
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The following pages link to On the Bootstrap of the Maximum Score Estimator (Q5393929):
Displaying 50 items.
- Non-parametric maximum likelihood estimation of interval-censored failure time data subject to misclassification (Q143142) (← links)
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Exact computation of max weighted score estimators (Q295700) (← links)
- Quantile regression models for current status data (Q313114) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure (Q450019) (← links)
- General \(M\)-estimation and its bootstrap (Q457623) (← links)
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference (Q494390) (← links)
- Binary quantile regression with local polynomial smoothing (Q496136) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- Inconsistency of bootstrap: the Grenander estimator (Q987994) (← links)
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- Moderate deviations and nonparametric inference for monotone functions (Q1650077) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- Robust inference for threshold regression models (Q2000828) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
- The numerical bootstrap (Q2176627) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- Trimmed mean isotonic regression (Q2791836) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- A bootstrap method for structure detection of NARMAX models (Q4474753) (← links)
- Confidence Intervals for the Current Status Model (Q4637095) (← links)
- Maximum score estimation with nonparametrically generated regressors (Q5093238) (← links)
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand (Q5138614) (← links)
- Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition (Q5138747) (← links)
- INTEGRATED SCORE ESTIMATION (Q5371155) (← links)
- On the bootstrap in cube root asymptotics (Q5476449) (← links)
- Binary quantile regression and variable selection: A new approach (Q5860953) (← links)
- Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator. (Q5958691) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966193) (← links)
- Proportional Hazards Model with a Change Point for Clustered Event Data (Q6079978) (← links)
- Isotonic regression discontinuity designs (Q6163242) (← links)
- Simple semiparametric estimation of ordered response models (Q6542436) (← links)
- Characterization of the least squares estimator: mis-specified multivariate isotonic regression model with dependent errors (Q6545143) (← links)
- Threshold Regression With a Threshold Boundary (Q6617815) (← links)
