Pages that link to "Item:Q3128745"
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The following pages link to Bootstrap Inference for a First-Order Autoregression with Positive Innovations (Q3128745):
Displaying 10 items.
- Linear programming-based estimators in simple linear regression (Q738057) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Regularization in statistics (Q882931) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Stochastically optimal bootstrap sample size for shrinkage-type statistics (Q2631362) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Estimation for non-negative time series with heavy-tail innovations (Q2852483) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
