Pages that link to "Item:Q2501355"

The following pages link to Resampling Student's \(t\)-type statistics (Q2501355):

Displaying 26 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)
• Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← 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 Studentized permutation test for the nonparametric Behrens-Fisher problem in paired data (Q1950864) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← 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)
• Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
• Placebo inference on treatment effects when the number of clusters is small (Q2330752) (← 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)
• Permutation-based inference for the AUC: A unified approach for continuous and discontinuous data (Q2833469) (← 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)
• 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)
• The permutation testing approach: a review (Q5148506) (← links)
• General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)