The following pages link to Resampling a coverage pattern (Q1072299):
Displayed 36 items.
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- Robust resampling confidence intervals for empirical variograms (Q632149) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Bootstrapping the empirical distribution function of a spatial process (Q882912) (← links)
- Wavelet-based bootstrapping of spatial patterns on a finite lattice (Q959323) (← links)
- Spatial point process models for location-allocation problems (Q961747) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Bootstraps for time series (Q1872593) (← links)
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (Q1922371) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- On the statistical modeling and analysis of repairable systems (Q2381751) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples (Q2873930) (← links)
- Bootstrap-based ARMA order selection (Q3087814) (← links)
- Confidence intervals for nonparametric regression functions under negatively associated errors (Q3106416) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- Semiparametric diffusion estimation and application to a stock market index (Q3518390) (← links)
- Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases (Q4546740) (← links)
- ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP (Q4864580) (← links)
- A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data (Q4916950) (← links)
- The Dependent Random Weighting (Q5251502) (← links)
- Resolving statistical uncertainty in correlation dimension estimation (Q5264533) (← links)
- Block bootstrap methods and the choice of stocks for the long run (Q5397473) (← links)
- Autocovariance structures for radial averages in small‐angle X‐ray scattering experiments (Q5397945) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- Resampling non-homogeneous spatial data with smoothly varying mean values (Q5952106) (← links)
- Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)