Pages that link to "Item:Q5917652"

The following pages link to The bootstrap and Edgeworth expansion (Q5917652):

Displaying 50 items.

• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Joint confidence sets for structural impulse responses (Q281051) (← links)
• Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
• Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
• Income distribution and inequality measurement: the problem of extreme values (Q289196) (← links)
• Impulse response matching estimators for DSGE models (Q341903) (← links)
• Bootstrap elasticity. II: Corrections and extensions (Q377704) (← links)
• Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours (Q391896) (← links)
• Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications (Q393528) (← links)
• A fast procedure for calculating importance weights in bootstrap sampling (Q452522) (← links)
• Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Large deviations for bootstrapped empirical measures (Q470054) (← links)
• Identification and shape restrictions in nonparametric instrumental variables estimation (Q496139) (← links)
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
• Testing equivalence of multinomial distributions (Q514117) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Bootstrapping realized multivariate volatility measures (Q528117) (← links)
• Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
• Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
• Application of two gamma distributions mixture to financial auditing (Q721601) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• Probability distribution as a path and its action integral (Q830254) (← links)
• Refinements in maximum likelihood inference on spatial autocorrelation in panel data (Q888339) (← links)
• Expansions for multivariate densities (Q897638) (← links)
• Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
• On properties of percentile bootstrap confidence intervals for prediction in functional linear regression (Q899364) (← links)
• Edgeworth expansions for bootstrapping regression models (Q909380) (← links)
• An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
• Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
• Computational algorithms for double bootstrap confidence intervals (Q957216) (← links)
• Approximating the distribution function of risk (Q957280) (← links)
• Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models (Q959272) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
• Homogeneity tests for several Poisson populations (Q961926) (← links)
• Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
• On nonparametric local inference for density estimation (Q962279) (← links)
• Resampling methods for ranked set samples (Q1010444) (← links)
• Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
• Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
• Bootstrapping estimation for estimating relative potency in combinations of bioassays (Q1020123) (← links)
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
• Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
• Representing uncertainty about response paths: the use of heuristic optimisation methods (Q1020793) (← links)
• Simultaneous confidence intervals based on the percentile bootstrap approach (Q1023547) (← links)
• Approximate regenerative-block bootstrap for Markov chains (Q1023604) (← links)
• Confidence interval estimating procedures for standardized incidence rates (Q1023688) (← links)
• A conditional bootstrap procedure for reconstruction of the incubation period of AIDS (Q1314231) (← links)