Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
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- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
- Publication:3490775
- scientific article; zbMATH DE number 1104922
- scientific article; zbMATH DE number 409718
- scientific article; zbMATH DE number 708500
Cited in
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- A one-step robust estimator for regression based on the weighted likelihood reweighting scheme
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- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. With a comment by J. A. Hartigan and a rejoinder by the authors
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- Optimal design of Fourier estimator in the presence of microstructure noise
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- Sampling errors in nested sampling parameter estimation
- A tale of two correlations: evidence and theory regarding the phase shift between the price level and output
- Estimation of reliability with semi-parametric modeling of degradation
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- Improved confidence interval estimation for oscillometric blood pressure measurement by combining bootstrap-after-jackknife function with non-Gaussian models
- Flexible regression modeling for censored data based on mixtures of Student-\(t\) distributions
- Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation
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- Bootstrap lower confidence limits of superstructure process capability indices for Esscher-transformed Laplace distribution
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- Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data
- Evaluating alternative system configurations using simulation: A nonparametric approach
- The bootstrap and Lyapunov exponents in deterministic chaos
- Bootstrap tolerance and confidence limits for two-variable reliability using independent and weakly dependent observations
- The local bootstrap for Markov processes
- Resampling time series using missing values techniques
- Minimum discrimination information estimator of the mean with known coefficient of variation
- Jackknife estimation of the bootstrap acceleration constant
- Double bootstrap for shrinkage estimators
- A Monte Carlo strategy for data-based mathematical modeling
- Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials
- Constrained-realization Monte-Carlo method for hypothesis testing
- A new philosophy for model selection and performance estimation of data-based approximate mappings
- A study of frozen iteratively regularized Gauss-Newton algorithm for nonlinear ill-posed problems under generalized normal solvability condition
- Finite mixture modeling of censored data using the multivariate Student-\(t\) distribution
- Mixtures of factor analyzers with covariates for modeling multiply censored dependent variables
- Consistent validation of gray-level thresholding image segmentation algorithms based on machine learning classifiers
- Algorithms and methodological challenges in the development and application of quantitative systems pharmacology models: a case study in type 2 diabetes
- On stable parameter estimation and short-term forecasting with quantified uncertainty with application to COVID-19 transmission
- Physically interpretable machine learning algorithm on multidimensional non-linear fields
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- Finite mixture of Birnbaum-Saunders distributions using the k-bumps algorithm
- COVID-19, flattening the curve, and Benford's law
- Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
- Numerical study of discretization algorithms for stable estimation of disease parameters and epidemic forecasting
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- Logical analysis of multiclass data with relaxed patterns
- Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints
- Transmission dynamics of the great influenza pandemic of 1918 in Geneva, Switzerland: assessing the effects of hypothetical interventions
- Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables
- Confidence intervals and hypothesis testing for the permutation entropy with an application to epilepsy
- Molecular seismology: an inverse problem in nanobiology
- Analysis of sequential quality improvement plans to obtain confidence bounds
- Novel method for a posteriori uncertainty quantification in wildland fire spread simulation
- Harmless label noise and informative soft-labels in supervised classification
- Validation in principal components analysis applied to EEG data
- Evaluation of bootstrap confidence intervals using a new non-normal process capability index
- Implementing the single bootstrap: Some computational considerations
- Comparative analysis of availability for a redundant repairable system
- Individual differences in perceptual switching rates; the role of occipital alpha and frontal theta band activity
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- Frequentist standard errors of Bayes estimators
- Modeling T cell proliferation and death in vitro based on labeling data: generalizations of the Smith-Martin cell cycle model
- Joint forecasts of Dow Jones stocks under general multivariate loss function
- Planning as satisfiability: parallel plans and algorithms for plan search
- Permutation methods in relative risk regression models
- Production quality and yield assurance for processes with multiple independent characteristics
- Understanding and reducing variability of SOM neighbourhood structure
- Maximum likelihood estimation for multivariate skew normal mixture models
- Computational approaches to parameter estimation and model selection in immunology
- Estimating division and death rates from CFSE data
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
- Estimating lymphocyte division and death rates from CFSE data
- A theoretical and experimental study of competition between solution and surface receptors for ligand in a Biacore flow cell
- A general Bayesian bootstrap for censored data based on the beta-Stacy process
- Moment consistency of the exchangeably weighted bootstrap for semiparametric M-estimation
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