A better way to bootstrap pairs. (Q1960564): Difference between revisions

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+MaRDI publication profile
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+Implicit Alternatives and the Local Power of Test Statistics
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+Q4802629
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+Normal rank
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+THE SIZE DISTORTION OF BOOTSTRAP TESTS
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+Bootstrap methods: another look at the jackknife
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Bootstrapping regression models
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+The bootstrap and Edgeworth expansion
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Bootstrapping time series models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Publication:1960564