Bootstrapping regression models
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(only showing first 100 items - show all)- Some asymptotic theory for the bootstrap in econometric models
- Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression
- Residuals density estimation in nonparametric regression
- The impact of bootstrap methods on time series analysis
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
- Linear bootstrap methods for vector autoregressive moving-average models
- Robustness of Bootstrap in Instrumental Variable Regression
- The estimating function bootstrap
- Some bootstrap methods in nonlinear mixed-effect models
- A distribution free method of detecting outliers in regression
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Resampling methods for spatial regression models under a class of stochastic designs
- Clustering nonlinear time series with neural network bootstrap forecast distributions
- Tests for differential Gaussian Bayesian networks based on quadratic inference functions
- Deletion residuals in the detection of heterogeneity of variances in linear regression
- General linear hypothesis testing in functional response model
- On the bootstrap for Moran's \(I\) test for spatial dependence
- A better way to bootstrap pairs.
- Bootstrapping robust regression
- Testing upper and lower outlier paris in gamma samples
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap
- An alternative derivation of weak convergence concerning quasi-likelihood estimation with a small-sample correction for simultaneous testing
- Asymptotic properties of the residual bootstrap for lasso estimators
- Some asymptotic behaviour of the bootstrap estimates on a finite sample
- Small sample performance of jackknife confidence intervals for the james-stein estimator
- Bootstrap bias corrections for ensemble methods
- Bootstrapping the Hausman test in panel data models
- Analyzing bagging
- On the bootstrap in misspecified regression models.
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- A bootstrap method for estimation in linear mixed models with heteroscedasticity
- Bootstrap prediction intervals for autoregressive conditional duration models
- Bootstrap order selection for autoregressive models
- A bootstrap method for structure detection of NARMAX models
- Bootstrapping in multiplicative models
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- A simulation study of bias in estimation of variance by bootstrap linear regression model
- -Chart with runs and variable sampling intervals
- Bootstrap variance and bias estimation in linear models
- On bootstrap consistency of MAVE for single index models
- Bootstrapping time series models
- Nonparametric inference via bootstrapping the debiased estimator
- Resampling a nonlinear regression model in the frequency domain
- A minimum distance lack-of-fit test in a Markovian multiplicative error model
- Bootstrapping regression models with locally stationary disturbances
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
- Bootstrapping and empirical edgeworth expansions in multiple linear regression models
- Inferential methods for elasticity estimates
- Inference in linear regression models with many covariates and heteroscedasticity
- Smoothed bootstrap consistency through the convergence in mallows metric of smooth estimates
- Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data
- A suboptimal bootstrap method for structure detection of non-linear output-error models with application to human ankle dynamics
- Bootstrapping generalized linear models
- Bootstrap confidence intervals in functional nonparametric regression under dependence
- Thresholding least-squares inference in high-dimensional regression models
- Subsampling for heteroskedastic time series
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- On regression adjustments to experimental data
- Consistent nonparametric multiple regression: the fixed design case
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Composite change point estimation for bent line quantile regression
- A New Bootstrap-Based Stopping Criterion in PLS Components Construction
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
- Bootstrapping realized multivariate volatility measures
- Bootstrap Adjustment to Minimum p-Value Method for Predictive Classification
- Testing competing models for non-negative data with many zeros
- Bootstrap for integer‐valued GARCH(p, q) processes
- Bootstrapping Lasso-type estimators in regression models
- On multivariate smoothed bootstrap consistency
- A computational approach to nonparametric regression: bootstrapping CMARS method
- Another look at the jackknife: Further examples of generalized bootstrap
- Bootstrap in functional linear regression
- Bootstrap standard error estimates in a switching regression model with unknown switch point
- Multiple imputation and other resampling schemes for imputing missing observations
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- A robust bootstrap test under heteroskedasticity
- Some conditions on the design of a regression model
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- A resampling method for regression models with serially correlated errors
- A simple bootstrap method for time series
- Bootstrapping for multivariate linear regression models
- Negativizability: a useful property for distributed state estimation and control in cyber-physical systems
- Assessing Tuning Parameter Selection Variability in Penalized Regression
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models
- Portfolio construction using bootstrapping neural networks: evidence from global stock market
- Bootstrapping some GLM and survival regression variable selection estimators
- Bootstrap approximation of nearest neighbor regression function estimates
- Inferential studies for a flexible linear regression model for interval-valued variables
- On properties of percentile bootstrap confidence intervals for prediction in functional linear regression
- The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results
- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
- The wild bootstrap for multilevel models
- Bootstrapping estimators for the seemingly unrelated regressions model
- Bootstrapping in least absolute value regression: an application to hypothesis testing
- OLS for 1D regression models
- Bootstrap of the linear correlation model
- Statistical modeling under partial identification: distinguishing three types of identification regions in regression analysis with interval data
- Bootstrap inference in functional linear regression models with scalar response
- Semiparametric estimation of warranty costs
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