Pages that link to "Item:Q794361"
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The following pages link to A note on bootstrapping the sample median (Q794361):
Displayed 38 items.
- Maximum likelihood and the bootstrap for nonlinear dynamic models (Q269240) (← links)
- Semi-parametric survival function estimators deduced from an identifying Volterra type integral equation (Q272086) (← links)
- Bootstrapping sample quantiles in non-regular cases (Q449898) (← links)
- A note on bootstrapping the variance of sample quantile (Q579785) (← links)
- Estimating the variance of the sample median, discrete case (Q756328) (← links)
- Bootstrap choice of tuning parameters (Q756329) (← links)
- Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
- On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles (Q805107) (← links)
- Asymptotic properties of sample quantiles from a finite population (Q907091) (← links)
- The bootstrap: Some large sample theory and connections with robustness (Q1077837) (← links)
- Exact convergence rate of bootstrap quantile variance estimator (Q1098513) (← links)
- Strong consistency under the Koziol-Green model (Q1195578) (← links)
- Bootstrap variance estimators with truncation (Q1200740) (← links)
- Bootstrapping statistical functionals (Q1273030) (← links)
- On the dispersion of multivariate median (Q1335358) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- Empirical likelihood for partially linear models (Q1969728) (← links)
- QANOVA: quantile-based permutation methods for general factorial designs (Q2074683) (← links)
- Extensions of the Markov chain marginal bootstrap (Q2643036) (← links)
- Efficient computation of the performance of bootstrap and jackknife estimators of the variance of<i>L</i>-statistics (Q3135432) (← links)
- The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling (Q3167340) (← links)
- Resampling estimation when observations are m–dependent (Q3473118) (← links)
- Half-sample variance estimation (Q3473160) (← links)
- On using the jackknife to estimate quantile variance (Q3481063) (← links)
- On the construction of nonparametric density function estimators using the bootstrap (Q3753283) (← links)
- A modified bootstrap estimator for the mean of an asymmetric distribution (Q4201520) (← links)
- Bootstrapping the sample median (Q4213995) (← links)
- Bootstrapping quantiles in the proportional hazards model of random censorship (Q4843778) (← links)
- Choice of optimal trimming proportion by the random weighting method (Q4896870) (← links)
- Small sample performance of quantile regression confidence intervals (Q4913929) (← links)
- Segmented mixed models with random changepoints: a maximum likelihood approach with application to treatment for depression study (Q4970992) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
- Kesar Singh's contributions to statistical methodology (Q5970306) (← links)
- Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity (Q6039867) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Generalised regression estimation via the bootstrap (Q6167978) (← links)
- Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs (Q6183696) (← links)
- Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models (Q6190681) (← links)