Pages that link to "Item:Q1596105"

The following pages link to Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105):

Displaying 33 items.

• A single-index model with multiple-links (Q125829) (← links)
• Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
• A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
• Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons (Q484601) (← links)
• Resampling-based nonparametric statistical inferences about the distributions of order statistics (Q488072) (← links)
• Considering Horn's parallel analysis from a random matrix theory point of view (Q525237) (← links)
• Confidence intervals for quantile estimation using jackknife techniques (Q626236) (← links)
• A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
• A GLM approach to step-stress accelerated life testing with interval censoring (Q665030) (← links)
• Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
• Bootstrapping on undirected binary networks via statistical mechanics (Q743427) (← links)
• Higher-order approximate confidence intervals (Q830725) (← links)
• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
• Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics (Q894780) (← links)
• On estimation and influence diagnostics for zero-inflated negative binomial regression models (Q901500) (← links)
• Optimal tuning parameter estimation in maximum penalized likelihood method (Q904097) (← links)
• A new long-term survival model with interval-censored data (Q904297) (← links)
• Confidence interval estimation for lognormal data with application to health economics (Q961852) (← links)
• The log-exponentiated Weibull regression model for interval-censored data (Q962353) (← links)
• Parameter estimation for fractional Poisson processes (Q988943) (← links)
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
• Credit portfolio risk and asset price cycles (Q1031951) (← links)
• Some statistical improvements for estimating population size and mutation rate from segregating sites in DNA sequences (Q1296931) (← links)
• Assessing uncertainty in measurement (Q1400103) (← links)
• Asymptotics and the theory of inference (Q1430906) (← links)
• Properties of Weir and Cockerham's \(F_{s t}\) estimators and associated bootstrap confidence intervals (Q1631001) (← links)
• Information content in data sets: a review of methods for interrogation and model comparison (Q1637473) (← links)
• Confidence intervals through sequential Monte Carlo (Q1658530) (← links)
• Confidence intervals for an ordinal effect size measure based on partially validated series (Q1658993) (← links)
• Confidence distributions from likelihoods by median bias correction (Q1698992) (← links)
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters (Q2259079) (← links)
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments). (Q5926344) (← links)
• Recent developments in bootstrap methodology (Q5965013) (← links)