Pages that link to "Item:Q1361759"
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The following pages link to Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759):
Displaying 15 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
- Empirical likelihood confidence intervals for the endpoint of a distribution function (Q1761529) (← links)
- Estimating an endpoint with high-order moments (Q1946883) (← links)
- Maximum likelihood estimation of extreme value index for irregular cases (Q2388968) (← links)
- Bootstrapping endpoint (Q2392498) (← links)
- Bootstrap method for central and intermediate order statistics under power normalization (Q3466285) (← links)
- Bootstrap Method for Order Statistics and Modeling Study of the Air Pollution (Q5265807) (← links)
- On dealing with the unknown population minimum in parametric inference (Q6065675) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
