Recommendations
Cited in
(only showing first 100 items - show all)- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters
- Estimation with multivariate outcomes having nonignorable item nonresponse
- Testing equivalence of survival before but not after end of follow-up
- Recent developments in bootstrap methodology
- On the performance of weighted bootstrapped kernel deconvolution density estimators
- A note on bootstrap for Gupta's subset selection procedure
- Empirical likelihood for estimating equations with missing values
- On distribution function estimation using log-odds interpolation
- A comparative study of the dose-response analysis with application to the target dose estimation
- Inference for ordered parameters in multinomial distributions
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models
- The generalized sigmoidal quantile function
- Exact confidence intervals for the shape parameter of the gamma distribution
- Designing neural networks for modeling biological data: a statistical perspective
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- The bootstrap in threshold regression
- An asymptotics look at the generalized inference
- On bootstrap and analytical bias corrections
- A smoothed bootstrap test for independence based on mutual information
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
- Bootstrap methods for epistemic fuzzy data
- Direct and approximately valid probabilistic inference on a class of statistical functionals
- Microcolony and biofilm formation as a survival strategy for bacteria
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse
- Two symmetric and computationally efficient Gini correlations
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
- scientific article; zbMATH DE number 7498908 (Why is no real title available?)
- Applying the rescaling bootstrap under imputation: a simulation study
- Maximum likelihood estimation for survey data with informative interval censoring
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Simulation based finite and large sample tests in multivariate regressions
- Inference of δ = P(X < Y) for Burr XII distributions with record samples
- Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap
- A general bootstrap algorithm for hypothesis testing
- Generalised regression estimation via the bootstrap
- A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
- Graphical methods for investigating the finite-sample properties of confidence regions
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
- Resampling methods for estimating variance in surveys
- Computationally efficient double bootstrap variance estimation
- scientific article; zbMATH DE number 3988489 (Why is no real title available?)
- A fast subsampling method for nonlinear dynamic models
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Smoothed jackknife empirical likelihood method for ROC curve
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- Form and selection of covariance adjusted estimators in repeated measures models
- Estimation of small-area proportions using covariates and survey data
- On construction of asymptotically correct confidence intervals
- Model based bootstrap methods for interval censored data
- An application of extreme value theory for measuring financial risk
- A unified jackknife theory for empirical best prediction with \(M\)-estimation
- scientific article; zbMATH DE number 7578242 (Why is no real title available?)
- Physiological modeling of isoprene dynamics in exhaled breath
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- Robust inference for threshold regression models
- Analysis of failure time using threshold regression with semi-parametric varying coefficients
- New model-assisted estimators for the distribution function using the pseudo empirical likelihood method
- Comparison of classical and Bayesian approaches for intervention analysis
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- A jackknife variance estimator under two-fases sampling with unequal probability
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Confidence interval estimation of overlap: equal means case.
- Inconsistency of bootstrap: the Grenander estimator
- Simple analysis of non-Markov models: A case study on heart transplant data
- Jackknifing in partially linear regression models with serially correlated errors
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics
- Applications of the Fractional-Random-Weight Bootstrap
- Pairwise comparisons of the means of skewed data
- Parameter estimation and bias correction for diffusion processes
- Estimation of some lifetime parameters of generalized Gompertz distribution under progressively type-II censored data
- Data generation processes and statistical management of interval data
- A simple Markov chain structure for the evolution of credit ratings
- Jackknifing two-sample statistics
- Sufficient m-out-of-n (m/n) bootstrap
- Tests for skewness and kurtosis in the one-way error component model
- Estimating the percentage of food expenditure in small areas using bias-corrected \(P\)-spline based estimators
- Jackknifed random weighting for Cox proportional hazards model
- Bootstrapping spectra: methods, comparisons and application to knock data
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- The resampling method via representative points
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size
- \(\mathrm{SU}(N)\) gauge theories at large \(N\)
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
- On jackknifing the symmetrized Tyler matrix
- Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- A quadratic approximation for jackknife estimators of the variance of sample mean functions
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- scientific article; zbMATH DE number 7578259 (Why is no real title available?)
- A new resampling method for sampling designs without replacement: the doubled half bootstrap
- A quadratic bootstrap method and improved estimation in logistic regression.
- Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest
- Data-based fuzzy rule test for fuzzy modelling
- Semiparametric inference for merged data from multiple data sources
- Nonparametric estimation and test of conditional Kendall's tau under semi-competing risks data and truncated data
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