Pages that link to "Item:Q3813062"
From MaRDI portal
The following pages link to Prepivoting to reduce level error of confidence sets (Q3813062):
Displaying 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Edgeworth expansions and normalizing transforms for inequality measures (Q302159) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Statistics on manifolds and landmarks based image analysis: a nonparametric theory with applications (Q393528) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Bootstrap variance estimation for Nadaraya quantile estimator (Q619166) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series (Q887527) (← links)
- Computational algorithms for double bootstrap confidence intervals (Q957216) (← links)
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (Q1122900) (← links)
- Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
- A new technique for postsample model selection and validation (Q1129270) (← links)
- Accurate and efficient double-bootstrap confidence limit method (Q1186055) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Computationally efficient double bootstrap variance estimation (Q1575205) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
- Saddlepoint tests for accurate and robust inference on overdispersed count data (Q1658492) (← links)
- A discrete model for bootstrap iteration (Q1676370) (← links)
- Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
- The problem of regions (Q1807154) (← links)
- Bootstrapping the mode (Q1825565) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- Higher-order accuracy of multiscale-double bootstrap for testing regions (Q2252895) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- Parametric bootstrapping with nuisance parameters (Q2483849) (← links)
- A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems (Q2488406) (← links)
- Simultaneous confidence sets and confidence intervals for multiple ratios (Q2495832) (← links)
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II. (Q2569240) (← links)
- COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY (Q2786684) (← links)
- The Assessment of Performance of Correlation Estimates in Discrete Bivariate Distributions Using Bootstrap Methodology (Q2903806) (← links)
- Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach (Q3192396) (← links)
- Double bootstrap estimation of variance under systematic sampling with probability proportional to size (Q3350468) (← links)
