bootstrap
From MaRDI portal
Bootstrap
Cited in
(only showing first 100 items - show all)- Smoothed weighted empirical likelihood ratio confidence intervals for quantiles
- Bootstrapping complex functions
- Algorithmic inference: From information granules to subtending functions
- An algorithm for the recognition of levels of congestion in road traffic problems
- Statistical estimation for a failure model with damage accumulation in a case of small samples
- Inductive process modeling
- Least squares estimation of a linear regression model with LR fuzzy response
- Interval estimation in a finite mixture model: Modeling \(P\)-values in multiple testing ap\-plications
- Improved point and interval estimation for a beta regression model
- Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models
- On the effectiveness of scenario generation techniques in single-period portfolio optimization
- Kriging metamodeling in simulation: a review
- A stochastic programming approach to cash management in banking
- Morphological image processing for FM source detection and localization
- Electoral uncertainty, fiscal policy and macroeconomic fluctuations
- Bootstrap, or the art of pulling yourself out of a swamp
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Distribution-free cumulative sum control charts using bootstrap-based control limits
- Estimating stage occupation probabilities in non-Markov models
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- A cautionary case study of approaches to the treatment of missing data
- Parallelizing AdaBoost by weights dynamics
- On improved EM algorithm and confidence interval construction for incomplete r c tables
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach
- On sovereign credit migration: a study of alternative estimators and rating dynamics
- A bootstrap approach to test the conditional symmetry in time series models
- Bootstrap prediction intervals for autoregressive time series
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- A goodness of fit test for copulas based on Rosenblatt's transformation
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- A Studentized permutation test for the non-parametric Behrens-Fisher problem
- Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
- Inference via kernel smoothing of bootstrap \(P\) values
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- Detecting defects with image data
- Representing uncertainty about response paths: the use of heuristic optimisation methods
- Dynamic pricing of electricity in retail markets
- Bootstrap confidence intervals for principal response curves
- A local boosting algorithm for solving classification problems
- Bootstrap variants of the Akaike information criterion for mixed model selection
- Nonparametric estimation of conditional ROC curves: application to discrimination tasks in computerized detection of early breast cancer
- Sieve bootstrapt-tests on long-run average parameters
- Likelihood and Bayesian estimation of \(\mathrm{Pr}(X \leq Y)\) using lower record values from the generalized exponential distribution
- Efficient methods for estimating constrained parameters with applications to regularized (Lasso) logistic regression
- Bootstrap quantile estimation via importance resampling
- Finding confidence limits on population growth rates: bootstrap and analytic methods
- Testing procedures for detection of linear dependencies in efficiency models
- A Bayesian nonparametric approach to test equating
- A note on goodness-of-fit test of continuation ratio logistic regression models under case-control data
- Agreement between two independent groups of raters
- Constrained optimization in expensive simulation: novel approach
- Bootstrap of the offspring mean in the critical process with a non-stationary immigration
- US coast guard air station location with respect to distress calls: a spatial statistics and optimization based methodology
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Adaptive integration of local region information to detect fine-scale brain activity patterns
- Wiener processes with random effects for degradation data
- htestClust
- Estimating and bootstrapping Malmquist indices
- Bootstrap confidence intervals for tail indices.
- On bootstrap and analytical bias corrections
- Diagnostic check for monotone spread.
- braQCA
- Computing the confidence levels for a root-mean-square test of goodness-of-fit
- MultivariateRandomForest
- A new universal resample-stable bootstrap-based stopping criterion for PLS component construction
- multifear
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations
- Error correction processes in temporal pattern production.
- Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model.
- Empirically-derived estimates of the complexity of labeling line drawings of polyhedral scenes
- Resampled quantile functions for error estimation and a relationship to density estimation.
- Nonparametric tail estimation using a double bootstrap method.
- Efficiency of financial institutions: International survey and directions for future research
- A quadratic approximation for jackknife estimators of the variance of sample mean functions
- ARfit
- Loss development forecasting models: an econometrician's view
- A test for a difference between spectral peak frequencies.
- On least-squares estimation of the residual variance in the first-order moving average model.
- DPJ
- Approximate bias correction in econometrics
- EViews
- FEXACT
- Bootstrap confidence bands for shrinkage estimators
- ITSM
- Prediction intervals for general balanced linear random models
- OxMetrics
- A hybrid filter/wrapper approach of feature selection using information theory
- expectgee
- expectreg
- bcaboot
- predint
- CensMFM
- Algorithms for unweighted least-squares factor analysis
- eventglm
- RATS
- prLogistic
- GLMNet.jl
- optimr
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