Pages that link to "Item:Q957216"

The following pages link to Computational algorithms for double bootstrap confidence intervals (Q957216):

Displaying 14 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)
• (Q5039915) (← links)
• Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
• Inference for non-regular parameters in optimal dynamic treatment regimes (Q5272530) (← links)
• Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model (Q5418639) (← links)
• Doubly robust estimation of optimal dynamic treatment regimes with multicategory treatments and survival outcomes (Q6629339) (← links)