Better Bootstrap Confidence Intervals
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Low-rank approximation and completion of positive tensors
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
- Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- Bootstrapping for generalized l-statistics
- Bootstrap confidence intervals for isotonic estimators in a stereological problem
- Higher-order accuracy of multiscale-double bootstrap for testing regions
- Jackknife estimation of the bootstrap acceleration constant
- Estimating recorder points and other management science applications by bootstrap procedure
- A higher-order correct fast moving-average bootstrap for dependent data
- Bootstrap inference for weighted nearest neighbors imputation
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989
- Bootstrap variance estimators with truncation
- A method for constructing a confidence bound for the actual error rate of a prediction rule in high dimensions
- Measures of agreement with multiple raters: Fréchet variances and inference
- Selection of the number of clusters via the bootstrap method
- Bootstrap lower confidence limits of superstructure process capability indices for Esscher-transformed Laplace distribution
- Confidence intervals for the kappa parameter, with application to the semiconductor industry
- Robust confidence regions for multinomial probabilities
- Bootstrap method for measuring accuracy of probabilistic-choice models
- Uses and abuses of statistical simulation
- Quantifying and estimating additive measures of interaction from case-control data
- Statistical inference for two-compartment model parameters with bootstrap method and genetic algorithm
- Confidence intervals for ratios of means applied to corpus-based word frequency classes
- Bayesian vertex nomination using content and context
- The exact bootstrap method shown on the example of the mean and variance estimation
- Interval Estimation for Weibull-Distributed Life Data Under Type II Progressive Censoring with Random Removals
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
- Computing empirical likelihood from the bootstrap
- Inferences for the Fatigue Life Model Based on the Birnbaum–Saunders Distribution
- Sequential determination of the number of bootstrap samples
- An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
- Mean response time for a \(G/G/1\) queueing system: simulated computation
- Bias and size corrections in extreme value modeling
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
- Implementing the single bootstrap: Some computational considerations
- Parametric Proportional Odds Frailty Models
- Bootstrap confidence intervals for simulation outputs
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology
- A fuzzy-stochastic multiscale model for fiber composites, a one-dimensional study
- The starship for point estimates and confidence intervals on a mean and for percentiles
- Bootstrap confidence bands for shrinkage estimators
- scientific article; zbMATH DE number 69460 (Why is no real title available?)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Smoothed and iterated bootstrap confidence regions for parameter vectors
- Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
- Estimating second order characteristics of point processes with known independent noise
- Sensitivity analysis for principal ignorability violation in estimating complier and noncomplier average causal effects
- Global tilting method
- Stabilizing bootstrap‐t confidence intervals for small samples
- Bootstrap confidence intervals in mixtures of discrete distributions
- Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Nikolaos Ignatiadis and Stefan Wager
- Resampling DEA estimates of investment fund performance
- Application of special reduction procedures to meteorological data
- Accurate and efficient double-bootstrap confidence limit method
- Confidence Interval Estimation of P(Y<X) in the Gamma Case
- The Automatic Construction of Bootstrap Confidence Intervals
- Bootstrap study of parameter estimates for nonlinear Richards growth model through genetic algorithm
- Bootstraps for time series
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
- Confidence intervals for intraclass correlation coefficients in a nonlinear dose-response meta-analysis
- Mediation analysis in a case-control study when the mediator is a censored variable
- New metrics for meta-analyses of heterogeneous effects
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
- Is the inflation-output nexus asymmetric in the Euro area?
- Bootstrap estimation of the asymptotic variances of statistical functionals
- Bootstrap confidence intervals for principal response curves
- Confidence intervals for seroprevalence
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Inferences about robust measures of effect size for two dependent variables including situations where there is a covariate
- A bias correction and acceleration approach for the problem of regions
- Automatic sparse estimation of the high-dimensional cross-covariance matrix
- Bandwidth selection for the smoothed bootstrap percentile method.
- Bootstrapping the NPMLE for doubly truncated data
- Inferences about quantile correlations
- Enhanced precision in the analysis of randomized trials with ordinal outcomes
- A bootstrap-based aggregate classifier for model-based clustering
- Confidence interval estimation of population means subject to order restrictions using resampling procedures
- Bootstrap-based confidence intervals for the standard two-sided power distribution
- Improving cross-correlation tests through re-sampling techniques
- Meta-analysis of diagnostic accuracy and ROC curves with covariate adjusted semiparametric mixtures
- Identity-by-descent segments in large samples
- Nonparametric estimation of the stress-strength reliability using its quantile-based representation
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand
- Interest rate futures: estimation of volatility parameters in an arbitrage-free framework
- Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
- A model-based approach to estimate the cure fraction in the population of colon cancer patients
- Bootstrap confidence interval estimation in generalized nonlinear models
- Non-parametric confidence intervals for covariance and correlation
- Statistical inferences for missing response problems based on modified empirical likelihood
- Comparison on five estimation approaches of intensity for a queueing system with short run
- Maximum likelihood analysis of masked series system lifetime data
- A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
- Comparative analysis of availability for a redundant repairable system
- Variance stabilizing transformations, studentization and the bootstrap
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
- Unusual properties of bootstrap confidence intervals in regression problems
- Robust analogs to the coefficient of variation
- A class of directed acyclic graphs with mixed data types in mediation analysis
This page was built for publication: Better Bootstrap Confidence Intervals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3759715)