Pages that link to "Item:Q957216"
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The following pages link to Computational algorithms for double bootstrap confidence intervals (Q957216):
Displaying 11 items.
- Imprecise expectations for imprecise linear filtering (Q622257) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation (Q1722724) (← links)
- Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach (Q3192396) (← links)
- Papers with John (Q3192397) (← links)
- Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
- Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model (Q5418639) (← links)
