Pages that link to "Item:Q4238694"

The following pages link to Intentionally Biased Bootstrap Methods (Q4238694):

Displaying 46 items.

• Bootstrapping in non-regular smooth function models (Q444959) (← links)
• Simple alternatives for Box-Cox transformations (Q464377) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• Estimation in hazard regression models under ordered departures from proportionality (Q957030) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partial linear models (Q961806) (← links)
• Bias reduction in kernel binary regression (Q1020100) (← links)
• Reducing bias in curve estimation by use of weights. (Q1285485) (← links)
• Nonparametric estimation of component distributions in a multivariate mixture (Q1394763) (← links)
• Nonparametric tilted density function estimation: a cross-validation criterion (Q1643794) (← links)
• A weighted estimator of conditional hazard rate with left-truncated and dependent data (Q1695759) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
• Data sharpening methods for bias reduction in nonparametric regression. (Q1848828) (← links)
• Nonparametric kernel regression subject to monotonicity constraints (Q1848875) (← links)
• Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling. (Q1871284) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
• Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471) (← links)
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors (Q1996788) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
• Bootstrapping Lasso-type estimators in regression models (Q2317244) (← links)
• Tests for Regression Models Fitted to Survey Data (Q2802856) (← links)
• Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
• Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
• Weighted nonparametric regression estimation with truncated and dependent data (Q3145416) (← links)
• Nonparametric Mean Estimation with Missing Data (Q3155260) (← links)
• Variance Stabilization for a Scalar Parameter (Q3408536) (← links)
• REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
• Simulation Studies on Bootstrap Empirical Likelihood Tests (Q4454185) (← links)
• Weighted estimation of conditional mean function with truncated, censored and dependent data (Q4559352) (← links)
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions (Q4805922) (← links)
• Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation (Q4975340) (← links)
• Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
• Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
• Resampling calibrated adjusted empirical likelihood (Q5247414) (← links)
• A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
• Oracle M‐Estimation for Time Series Models (Q5346585) (← links)
• Blockwise empirical entropy tests for time series regressions (Q5467601) (← links)
• Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
• (Q5879932) (← links)
• Weighted Nadaraya-Watson regression estimation (Q5934114) (← links)
• An exact iterated bootstrap algorithm for small-sample bias reduction. (Q5940870) (← links)
• Recent developments in bootstrap methodology (Q5965013) (← links)
• Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero (Q6079249) (← links)
• Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)