Better Bootstrap Confidence Intervals
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- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Bootstrap confidence intervals for principal response curves
- Bootstrap confidence intervals in mixtures of discrete distributions
- Unusual properties of bootstrap confidence intervals in regression problems
- Uses and abuses of statistical simulation
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Bootstrap confidence intervals for tail indices.
- Normalizing transformations and bootstrap confidence intervals
- Accurate and efficient double-bootstrap confidence limit method
- Estimating recorder points and other management science applications by bootstrap procedure
- Qualms about \(BC_ a\) bootstrap confidence intervals
- Bootstrap variance estimators with truncation
- Bootstrap confidence bands for shrinkage estimators
- Application of special reduction procedures to meteorological data
- Some improvements for bootstrapping regression estimators under first- order serial correlation
- Bootstrap method for measuring accuracy of probabilistic-choice models
- Using i.i.d. bootstrap inference for general non-i.i.d. models
- Estimating cointegration parameters: An application of the double bootstrap
- Some finite sample theory for bootstrap regression estimates
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance
- Confidence interval estimation of population means subject to order restrictions using resampling procedures
- Variance stabilizing transformations, studentization and the bootstrap
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling
- The ranking lasso and its application to sport tournaments
- Confidence interval estimation of overlap: equal means case.
- A note on breakdown theory for bootstrap methods
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Biomarker assessment and combination with differential covariate effects and an unknown gold standard, with an application to Alzheimer's disease
- Kernel generalized canonical correlation analysis
- Distribution-dependent and distribution-free confidence intervals for the variance
- Nonparametric confidence intervals for ranked set samples
- Confidence distributions from likelihoods by median bias correction
- Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector
- Confidence distributions: a review
- Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data
- Bootstrap lower confidence limits of superstructure process capability indices for Esscher-transformed Laplace distribution
- Inference functions and quadratic score tests
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- The problem of regions
- Bootstrap confidence intervals
- Simultaneous confidence intervals for multinomial proportions.
- Comparison of Prevosti genetic distances
- Bootstraps for time series
- Jackknife estimation of the bootstrap acceleration constant
- An improved method for comparing variances when distributions have non-identical shapes
- Double bootstrap for shrinkage estimators
- Global tilting method
- Bootstrapping the log-periodogram regression
- Is the inflation-output nexus asymmetric in the Euro area?
- Bootstrap confidence intervals for isotonic estimators in a stereological problem
- Bayesian inference and the parametric bootstrap
- Methods for mediation analysis with missing data
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers
- Computing empirical likelihood from the bootstrap
- Strict stationarity testing and GLAD estimation of double autoregressive models
- A general framework for and new normalization of attributable proportion
- Sparse principal component based high-dimensional mediation analysis
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
- A parameter estimation method for multivariate binned Hawkes processes
- Confidence intervals for seroprevalence
- Confidence intervals for the cumulative incidence function via constrained NPMLE
- Higher-order accuracy of multiscale-double bootstrap for testing regions
- Resampling DEA estimates of investment fund performance
- The exact bootstrap method shown on the example of the mean and variance estimation
- An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
- Bootstrap prediction intervals in beta regressions
- Population estimates from aerial photographic surveys of naturally and variably marked bowhead whales
- Estimation and inference for dependence in multivariate data
- A bias correction and acceleration approach for the problem of regions
- Optimal cutpoint estimation with censored data
- Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
- Quantifying and estimating additive measures of interaction from case-control data
- Implementing the single bootstrap: Some computational considerations
- Comparative analysis of availability for a redundant repairable system
- A fuzzy-stochastic multiscale model for fiber composites, a one-dimensional study
- Confidence interval estimation under inverse sampling
- Confidence intervals for median survival time with recurrent event data
- Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
- On the dual test for SSD efficiency With an application to momentum investment strategies
- A statistical framework for testing functional categories in microarray data
- Permutation tests using least distance estimator in the multivariate regression model
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation
- Normalizing unbiased estimating functions
- Maximum likelihood analysis of masked series system lifetime data
- A class of compartmental models for long-distance tracer transport in plants
- Quantifying spread in three-dimensional rotation data: comparison of nonparametric and parametric techniques
- Practical initialization of the Nelder-Mead method for computationally expensive optimization problems
- Interval estimation of the mean in a two-stage nested model
- Nonparametric Confidence Regions for L-Moments
- Low-rank approximation and completion of positive tensors
- Mechanistic analysis of challenge-response experiments
- The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
- Bootstrapping computation of availability for a repairable system with standby subject to imperfect switching
- Confidence intervals for nonparametric regression
- Bootstrap prediction intervals in state-space models
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