Pages that link to "Item:Q1412364"
From MaRDI portal
The following pages link to How do bootstrap and permutation tests work? (Q1412364):
Displaying 50 items.
- Discussion about the quality of F-ratio resampling tests for comparing variances (Q261475) (← links)
- Multivariate and multiple permutation tests (Q284300) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Exact and asymptotically robust permutation tests (Q355084) (← links)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- Testing equality of correlation coefficients in two populations via permutation methods (Q434536) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Bootstrapping and permuting paired \(t\)-test type statistics (Q892471) (← links)
- Asymptotically valid and exact permutation tests based on two-sample \(U\)-statistics (Q900758) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Testing homogeneity for multiple nonnegative distributions with excess zero observations (Q1658363) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Bootstrapping the Kaplan-Meier estimator on the whole line (Q1733122) (← links)
- Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions (Q1755132) (← links)
- On the strong approximation of bootstrapped empirical copula processes with applications (Q1933353) (← links)
- A Studentized permutation test for the nonparametric Behrens-Fisher problem in paired data (Q1950864) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Permutation test for the multivariate coefficient of variation in factorial designs (Q2057841) (← links)
- QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
- Multi-sample comparison using spatial signs for infinite dimensional data (Q2084458) (← links)
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
- On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
- Minimax optimality of permutation tests (Q2119226) (← links)
- A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
- On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap (Q2215718) (← links)
- Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
- The wild bootstrap for multivariate Nelson-Aalen estimators (Q2274664) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Permuting longitudinal data in spite of the dependencies (Q2374413) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems (Q2488406) (← links)
- Resampling Student's \(t\)-type statistics (Q2501355) (← links)
- A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851) (← links)
- Weak Convergence of the Wild Bootstrap for the Aalen-Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (Q2852617) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- On the Weak Consistency of Permutation Tests (Q4929169) (← links)
- More powerful logrank permutation tests for two-sample survival data (Q5036865) (← links)
- Permuting incomplete paired data: a novel exact and asymptotic correct randomization test (Q5106842) (← links)
- Notes on two sample tests for partially correlated (paired) data (Q5128563) (← links)
- A Comparison of Efficient Permutation Tests for Unbalanced ANOVA in Two by Two Designs and Their Behavior Under Heteroscedasticity (Q5261311) (← links)
