Pages that link to "Item:Q1114258"
From MaRDI portal
The following pages link to Theoretical comparison of bootstrap confidence intervals (Q1114258):
Displayed 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Analyzing the dynamic system model with discrete failure time distribution (Q257527) (← links)
- The power of bootstrap and asymptotic tests (Q275244) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Exact inference for progressively type-I censored exponential failure data (Q537528) (← links)
- Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure (Q609674) (← links)
- Inference for a progressive stress model from Weibull distribution under progressive type-II censoring (Q633985) (← links)
- A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- Bootstrapping the change-point of a hazard rate (Q688356) (← links)
- Bootstrap in functional linear regression (Q710808) (← links)
- Estimation of parameters of Weibull-gamma distribution based on progressively censored data (Q725692) (← links)
- On progressively first failure censored Lindley distribution (Q736581) (← links)
- Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
- Second-order accuracy of depth-based bootstrap confidence regions (Q764478) (← links)
- Functional limit theorems for inverse bootstrap processes of sample quantiles (Q808578) (← links)
- Saddlepoint approximations in resampling analysis (Q916239) (← links)
- On the relative performance of bootstrap and Edgeworth approximations of a distribution function (Q918081) (← links)
- Bootstrap tests for generalized least squares regression models (Q921775) (← links)
- Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under type-II censoring (Q951084) (← links)
- Analysis of type-II progressively hybrid censored data (Q959332) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- Estimation in step-stress accelerated life tests for the exponentiated exponential distribution with type-I censoring (Q961278) (← links)
- Constant-partially accelerated life tests for Burr type-XII distribution with progressive type-II censoring (Q961668) (← links)
- Interval estimation for exponential progressive type-II censored step-stress accelerated life-testing (Q974516) (← links)
- Bootstrap approximation to distributions of finite population U-statistics (Q996719) (← links)
- Exact inference for a simple step-stress model with type-II hybrid censored data from the exponential distribution (Q997265) (← links)
- On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
- A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
- A classical and Bayesian estimation of a \(k\)-components load-sharing parallel system (Q1023888) (← links)
- Estimation of \(P[Y<X]\) for generalized Pareto distribution (Q1039487) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- Nonparametric confidence intervals for functions of several distributions (Q1118930) (← links)
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (Q1122900) (← links)
- Accuracy of the bootstrap approximation (Q1179291) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Qualms about \(BC_ a\) bootstrap confidence intervals (Q1199873) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- Bootstrapping cointegrating regression (Q1327931) (← links)
- Bootstrap method for measuring accuracy of probabilistic-choice models (Q1331588) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- Bootstrap critical point for circular mean direction and its applications. (Q1355916) (← links)