The following pages link to Bootstrapping regression models (Q1147467):
Displayed 50 items.
- OLS for 1D Regression Models (Q3585286) (← links)
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
- Bootstrapping robust regression (Q3673863) (← links)
- A note on the bootstrap procedure for testing linear hypotheses (Q3798029) (← links)
- A distribution free method of detecting outliers in regression (Q3804003) (← links)
- Bootstrap variance and bias estimation in linear models (Q3822991) (← links)
- Semiparametric estimation of warranty costs (Q3837405) (← links)
- Bootstrap order selection for autoregressive models (Q4237835) (← links)
- Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
- Bootstrapping estimators for the seemingly unrelated regressions model (Q4355602) (← links)
- Jackknifing the bootstrap: some monte carlo evidence (Q4387649) (← links)
- A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models (Q4387674) (← links)
- A bootstrap procedure in linear regression with nonstationary errors (Q4399504) (← links)
- Simulation Study of Conditional, Bootstrap, and<i>t</i>Confidence Intervals in Linear Regression (Q4416328) (← links)
- A bootstrap method for structure detection of NARMAX models (Q4474753) (← links)
- Smoothed bootstrap consistency through the convergence in mallows metric of smooth estimates (Q4521328) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Testing for multivariate heteroscedasticity (Q4832415) (← links)
- Bootstrapping and empirical edgeworth expansions in multiple linear regression models (Q4839327) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
- Comparison of trend detection methods in GEV models (Q5055133) (← links)
- On PRESS and deletion bootstraps in linear regression (Q5055212) (← links)
- Assumption Lean Regression (Q5055474) (← links)
- Model selection in linear regression using paired bootstrap (Q5078473) (← links)
- General linear hypothesis testing in functional response model (Q5079119) (← links)
- Robustness of Bootstrap in Instrumental Variable Regression (Q5080514) (← links)
- Bootstrap prediction intervals for autoregressive conditional duration models (Q5107501) (← links)
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627) (← links)
- Ordinary and weighted least-squares estimators (Q5203517) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- A New Bootstrap-Based Stopping Criterion in PLS Components Construction (Q5278379) (← links)
- Bootstrap standard error estimates in a switching regression model with unknown switch point (Q5283874) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- Goodness‐of‐fit tests for parametric models in censored regression (Q5442064) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)
- A suboptimal bootstrap method for structure detection of non-linear output-error models with application to human ankle dynamics (Q5704589) (← links)
- Small sample performance of jackknife confidence intervals for the james-stein estimator (Q5750138) (← links)
- On the bootstrap in misspecified regression models. (Q5941001) (← links)
- Efficiency and robustness of a resampling \(M\)-estimator in the linear model (Q5947227) (← links)
- The impact of bootstrap methods on time series analysis (Q5965021) (← links)
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data (Q6049800) (← links)
- Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change (Q6069110) (← links)
- Negativizability: a useful property for distributed state estimation and control in cyber-physical systems (Q6073039) (← links)
- Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification (Q6092961) (← links)
- Bootstrapping some GLM and survival regression variable selection estimators (Q6106216) (← links)