Pages that link to "Item:Q5753378"
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The following pages link to Refining Bootstrap Simultaneous Confidence Sets (Q5753378):
Displaying 16 items.
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Confidence interval estimation of overlap: equal means case. (Q1583061) (← links)
- Nonparametric comparison of mean directions or mean axes (Q1807082) (← links)
- Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (Q1848960) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- Bounds on Causal Effects in Three-Arm Trials With Non-Compliance (Q3442940) (← links)
- Prepivoting to reduce level error of confidence sets (Q3813062) (← links)
- Finite sample moments of a bootstrap estimator of the james-stein rule (Q4031296) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Using numerical methods to find the least favorable configuration when comparing<i>k</i>test treatments with both positive and negative controls (Q5290895) (← links)
- The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
