Nonparametric standard errors and confidence intervals
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3357781 (Why is no real title available?)
- scientific article; zbMATH DE number 3089518 (Why is no real title available?)
- Bootstrap methods: another look at the jackknife
- Censored Data and the Bootstrap
- Computers and the Theory of Statistics: Thinking the Unthinkable
- Modified t Tests and Confidence Intervals for Asymmetrical Populations
- Necessary Analysis and Adaptive Inference
- Necessary and sufficient conditions for asymptotic joint normality of a statistic and its subsample values
- Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods
- The Influence Curve and Its Role in Robust Estimation
- The jackknife estimate of variance
Cited in
(91)- Fiducial inference under nonparametric situations
- Nonparametric estimation of component distributions in a multivariate mixture
- Subsampling methods for genomic inference
- VARIOUS METHODS OF INTERVAL ESTIMATION OF THE MEDIAN EFFECTIVE DOSE
- Bootstrap based inference for sparse high-dimensional time series models
- Testing indirect effect with a complete or incomplete dichotomous mediator
- Parameter uncertainty in biochemical models described by ordinary differential equations
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models
- Nonparametric evaluation of the first passage time of degradation processes
- Confidence interval estimation of overlap: equal means case.
- Multivariate piecewise joint models with random change-points for skewed-longitudinal and survival data
- Estimation of the time of exposure based on interval and censored data using the ε‐accelerated EM algorithm
- Model-robust inference for continuous threshold regression models
- The resampling method via representative points
- A review of empirical likelihood methods for time series
- Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
- Exponentially tilted empirical distribution function for ranked set samples
- How many people participated in candlelight protests? Counting the size of a dynamic crowd
- Efficient M-estimators with auxiliary information
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- A semiparametric estimator of the bivariate distribution function for censored gap times
- Mutual information for explainable deep learning of multiscale systems
- Oracle M-estimation for time series models
- Confidence intervals in generalized method of moments models
- Random weighting method for Cox's proportional hazards model
- Robust confidence regions for multinomial probabilities
- Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms
- Improving estimation and prediction in linear regression incorporating external information from an established reduced model
- Bias and size corrections in extreme value modeling
- Level-specific correction for nonparametric likelihoods
- Implementing the single bootstrap: Some computational considerations
- Hypothesis testing for two population means: parametric or non-parametric test?
- Real-time reliability evaluation of two-phase Wiener degradation process
- A mixed model formulation for designing cluster randomized trials with binary outcomes
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Smoothed and iterated bootstrap confidence regions for parameter vectors
- Canonical Correlation Analysis Using Small Number of Samples
- Global tilting method
- The empirical saddlepoint estimator
- The direct integral method for confidence intervals for the ratio of two location parameters
- Smoothed time-dependent receiver operating characteristic curve for right censored survival data
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
- A novel parametric predictive bootstrap method
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
- Nonparametric hypothesis testing for equality of means on the simplex
- Efficient bootstrap with weakly dependent processes
- Two-step generalised empirical likelihood inference for semiparametric models
- Confidence intervals for seroprevalence
- A Progressive Block Empirical Likelihood Method for Time Series
- Wiener processes with random effects for degradation data
- Alternative interval estimation for parameters of bivariate exponential model with time varying covariate
- RobTL: robustness temporal logic for CPS
- Exponential empirical likelihood is not Bartlett correctable
- Approximate inference with exponential tilting densities: theory and applications
- Comparison of bootstrap estimation intervals to forecast arithmetic mean and median air passenger demand
- Improved estimation of clutter properties in speckled imagery.
- Sample size determination for production yield estimation with multiple independent process characteristics
- Output-weighted and relative entropy loss functions for deep learning precursors of extreme events
- A robust and efficient algorithm to find profile likelihood confidence intervals
- Unusual properties of bootstrap confidence intervals in regression problems
- Bootstrap inference for a class of non-regular estimators
- The effectiveness of bootstrap methods in evaluating skewed auditing populations: a simulation study
- The designed bootstrap for causal inference in big observational data
- Monotone Cubic B-Splines with a Neural-Network Generator
- Recent progress in the nonparametric estimation of monotone curves -- with applications to bioassay and environmental risk assessment
- A regression method of estimation for generalized extreme value distribution.
- Qualms about \(BC_ a\) bootstrap confidence intervals
- Asymptotics for a population size estimator of a partially uncatchable population
- Statistical decisions under nonparametric a priori information
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio
- The automatic percentile method: Accurate confidence limits in parametric models
- Bootstrap approach for supplier selection based on production yield
- Nonparametric estimation of variance, skewness and kurtosis of the distribution of a statistic by jackknife and bootstrap techniques
- Blockwise empirical Cressie--Read test statistics for -mixing processes.
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate
- Empirical likelihood method for quantiles with response data missing at random
- What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum
- Assessing and comparing the accuracy of various bootstrap methods
- Improved point and interval estimation for a beta regression model
- A GLM approach to step-stress accelerated life testing with interval censoring
- Aspects of two group concordance
- Efficient bootstrap methods: A review
- Comparison of naïve, Kenward-Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models
- Cross-section bootstrap for CCE regressions
- Relative error accurate statistic based on nonparametric likelihood
- Optimal allocation of gold standard testing under constrained availability: application to assessment of HIV treatment failure
- On the accuracy of empirical likelihood confidence intervals forM-Functionals
- scientific article; zbMATH DE number 7529803 (Why is no real title available?)
This page was built for publication: Nonparametric standard errors and confidence intervals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3940658)