bootlib
From MaRDI portal
Software:56342
No author found.
Related Items (only showing first 100 items - show all)
Unnamed Item ⋮ Fast and flexible methods for monotone polynomial fitting ⋮ Pretest and shrinkage estimation strategies in accelerated failure time model ⋮ Improved bootstrap confidence intervals for the process capability indexCpk ⋮ Bootstrap-based inferential improvements in beta autoregressive moving average model ⋮ An evaluation of the bootstrap for model validation in mixture models ⋮ Assessing and comparing the accuracy of various bootstrap methods ⋮ Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models ⋮ Improved maximum likelihood estimators for the parameters of the Johnson SB distribution ⋮ Better confidence intervals for the population coefficient of variation ⋮ Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed ⋮ Testing for a single mean with transformed data ⋮ Zero-modified power series distribution and its Hurdle distribution version ⋮ Improved likelihood inferences for Weibull regression model ⋮ Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation ⋮ A computational bootstrap procedure to compare two dependent time series ⋮ A revisit to testing the equality of means for several lognormal distributions ⋮ A change-point detection and clustering method in the recurrent-event context ⋮ Certified Mapper: Repeated Testing for Acyclicity and Obstructions to the Nerve Lemma ⋮ A Universal QQ-Plot for Continuous Non-homogeneous Populations ⋮ Infant mortality model for lifetime data ⋮ Forecast mean squared error reductionin the VAR(1) process ⋮ Nonparametric bootstrapping for hierarchical data ⋮ A mixture model for the detection ofNeosporosiswithout a gold standard ⋮ The resampling of entropies with the application of biodiversity ⋮ Generalized confidence interval estimation for the mean of delta-lognormal distribution: an application to New Zealand trawl survey data ⋮ Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model ⋮ An alternative procedure for performing a power analysis of Mantel's test ⋮ Fitting and testing the Marshall–Olkin extended Weibull model with randomly censored data ⋮ Expected Conditional Characteristic Function-based Measures for Testing Independence ⋮ Spatiotemporal Conditional Inference and Hypothesis Tests for Neural Ensemble Spiking Precision ⋮ New bootstrap inference for spurious regression problems ⋮ Partially linear models and their applications to change point detection of chemical process data ⋮ Analysis of a marker for cancer of the thyroid with a limit of detection ⋮ Measuring and estimating the interaction between exposures on a dichotomous outcome for observational studies ⋮ Case study: shipping trend estimation and prediction via multiscale variance stabilisation ⋮ Bootstrap clustering for graph partitioning ⋮ Time-dependent ROC methodology to evaluate the predictive accuracy of semiparametric multi-state models in the presence of competing risks: An application to peritoneal dialysis programme ⋮ Hybrid Pairwise Likelihood Analysis of Animal Behavior Experiments ⋮ Large-sample inference in the general AR(1) model ⋮ Evaluation of a three-step method for choosing the number of bootstrap repetitions ⋮ An adaptive permutation test procedure for several common tests of significance. ⋮ An exact iterated bootstrap algorithm for small-sample bias reduction. ⋮ Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model ⋮ Bandwidth selection for the smoothed bootstrap percentile method. ⋮ Simulation output analysis using the threshold bootstrap ⋮ Resampling non-homogeneous spatial data with smoothly varying mean values ⋮ Phase randomisation: numerical study of higher cumulants behaviour. ⋮ A Bootstrap Test for Circular Data ⋮ Unnamed Item ⋮ Recent developments in bootstrap methodology ⋮ A short prehistory of the bootstrap ⋮ Introduction to the bootstrap world ⋮ The impact of the bootstrap on statistical algorithms and theory ⋮ On the efficacy of stop-loss rules in the presence of overnight gaps ⋮ Simulation‐based tests for heteroskedasticity in linear regression models: Some further results ⋮ On testing inference in beta regressions ⋮ Estimating kurtosis and confidence intervals for the variance under nonnormality ⋮ Estimating the Pareto parameters under progressive censoring data for constant-partially accelerated life tests ⋮ Linear bootstrap methods for vector autoregressive moving-average models ⋮ Weighted exponential distribution: properties and different methods of estimation ⋮ Asymptotically refined score and GOF tests for inverse Gaussian models ⋮ Bias-correction for Weibull common shape estimation ⋮ Transfer entropy on symbolic recurrences ⋮ Unit root tests using semi-parametric estimators of the long-memory parameter ⋮ Planning Herbicide Dose-Response Bioassays Using the Bootstrap ⋮ Constructing narrower confidence intervals by inverting adaptive tests ⋮ Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability ⋮ Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology ⋮ A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models ⋮ Sample size calculations for noninferiority trials for time-to-event data using the concept of proportional time ⋮ Bootstraps for time series ⋮ Improved Birnbaum-Saunders inference under type II censoring ⋮ QuickMMCTest: quick multiple Monte Carlo testing ⋮ Robust parametric generators of random variables ⋮ Edgeworth expansions for network moments ⋮ Robust verification of stochastic simulation codes ⋮ Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude ⋮ A computational validation for nonparametric assessment of spatial trends ⋮ Using weighted differences in hazards as effect sizes for survival data ⋮ Canonical correlation analysis based on information theory ⋮ Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks ⋮ Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Bootstrap methods for epistemic fuzzy data ⋮ Confidence intervals for the cumulative incidence function via constrained NPMLE ⋮ Nonparametric predictive inference bootstrap with application to reproducibility of the two-sample Kolmogorov-Smirnov test ⋮ Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap ⋮ A general threshold stress hybrid hazard model for lifetime data ⋮ Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach ⋮ Projection pursuit via white noise matrices ⋮ An urn-based Bayesian block bootstrap ⋮ Comment: Models are approximations! ⋮ Statistical study of data collected by the Observatoire National des Maladies du Bois de la Vigne ⋮ A simple method for implementing Monte Carlo tests ⋮ Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique ⋮ An algorithm to compute the power of Monte Carlo tests with guaranteed precision ⋮ Estimation of extreme values by the average conditional exceedance rate method ⋮ Investigating small fish schools: selection of school -- formation models by means of general linear models and numerical simulations ⋮ Using scan statistics for cluster detection: recognizing real bandwagons
This page was built for software: bootlib