The jackknife and bootstrap
From MaRDI portal
Publication:1896567
Recommendations
Cited in
(only showing first 100 items - show all)- Bootstrap inference for a class of non-regular estimators
- Estimation with multivariate outcomes having nonignorable item nonresponse
- Nonparametric estimation of waiting time distributions in a Markov model based on current status data
- A consistent bootstrap procedure for the maximum score estimator
- Inference of δ = P(X < Y) for Burr XII distributions with record samples
- A quadratic approximation for jackknife estimators of the variance of sample mean functions
- Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference-based assumptions
- A threshold longitudinal Tobit quantile regression model for identification of treatment‐sensitive subgroups based on interval‐bounded longitudinal measurements and a continuous covariate
- Asymptotic distributions of non-central Studentized statistics
- Sequential determination of the number of bootstrap samples
- scientific article; zbMATH DE number 7578242 (Why is no real title available?)
- Distributed inference for two‐sample U‐statistics in massive data analysis
- Specification tests for lattice processes
- Identification and estimation of spillover effects in randomized experiments
- Weighted bootstrap for two-sample \(U\)-statistics
- Bias-corrected estimators of scalar skew normal
- Parameter selection methods in inverse problem formulation
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- A higher-order correct fast moving-average bootstrap for dependent data
- On jackknifing the symmetrized Tyler matrix
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Bootstrap Inference for Panel Data Quantile Regression
- A resampling approach to estimation of the linking variance in the Fay–Herriot model
- A bootstrap semiparametric homogeneity test for the distributions of multigroup proportional data, with applications to analysis of quality of life outcomes in clinical trials
- Confidence intervals for quantiles using sectioning when applying variance-reduction techniques
- Sufficient m-out-of-n (m/n) bootstrap
- Copula-Based Models for the Power of Independence Tests
- Exceptional thermodynamics: the equation of state of \(G_{2}\) gauge theory
- Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator
- Fast and flexible methods for monotone polynomial fitting
- Resampling methods for estimating variance in surveys
- Applying multilevel regression weighting when only population margins are available
- Classification trees for poverty mapping
- Generalised regression estimation via the bootstrap
- The generalized sigmoidal quantile function
- Single index Fréchet regression
- Simple analysis of non-Markov models: A case study on heart transplant data
- EXPLICIT NONPARAMETRIC CONFIDENCE INTERVALS FOR THE VARIANCE WITH GUARANTEED COVERAGE
- Maximum likelihood estimation for survey data with informative interval censoring
- Using a monotonic density ratio model to increase the power of the goodness-of-fit test for logistic regression models with case-control data
- Goodness-of-fit testing of error distribution in linear measurement error models
- Resampling based inference for a distribution function using censored ranked set samples
- My Chancy Life as a Statistician
- Bootstrapping spectra: methods, comparisons and application to knock data
- The asymptotic distribution of the delete-\(d\) jackknife variance estimator for smooth functionals
- Applications of the Fractional-Random-Weight Bootstrap
- Maximum pairwise-rank-likelihood-based inference for the semiparametric transformation model
- A joint model for longitudinal outcomes with potential ceiling and floor effects and survival times, with applications to analysis of quality of life data from a cancer clinical trial
- Content-adjusted tolerance intervals via bootstrap calibration
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- Study the accuracy of the correlation fractal dimension estimation
- New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
- Hierarchical generalized linear models, correlation and a posteriori ratemaking
- Bootstrapping some GLM and survival regression variable selection estimators
- scientific article; zbMATH DE number 3988489 (Why is no real title available?)
- Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models
- Rate of convergence of bootstrapped empirical measures
- The resampling method via representative points
- Multiple comparisons of treatment against control under unequal variances using parametric bootstrap
- On distribution function estimation using log-odds interpolation
- A comparative study of the dose-response analysis with application to the target dose estimation
- Confidence intervals for assessing equivalence of two treatments with combined unilateral and bilateral data
- The estimation of diversity indexes by using stratified allocations of plots, points or transects
- Generalized inductive item tree analysis
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model
- The Impact of Application of the Jackknife to the Sample Median
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation
- Large-sample inference in the general AR(1) model
- Another look at the jackknife: Further examples of generalized bootstrap
- Bootstrap confidence intervals for conditional density function in Markov processes
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
- A quadratic bootstrap method and improved estimation in logistic regression.
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
- Data generation processes and statistical management of interval data
- Bootstrapping Laplace transforms of volatility
- 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
- Small sample bias correction or bias reduction?
- scientific article; zbMATH DE number 7578259 (Why is no real title available?)
- On estimation of survival function under random censoring model
- Asymptotic results in jackknifing nonsmooth functions of the sample mean vector
- Semiparametric fractional imputation using empirical likelihood in survey sampling
- Bootstrap, or the art of pulling yourself out of a swamp
- Accurate bias estimation with applications to focused model selection
- Bootstrapping estimation for estimating relative potency in combinations of bioassays
- Confidence intervals of the hazard rate function for discrete distributions using mixtures
- Bootstrapping binary GEV regressions for imbalanced datasets
- New non-parametric inferences for low-income proportions
- On the estimation of spread rate for a biological population
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- Confidence interval estimation of overlap: equal means case.
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Rescaling bootstrap technique for variance estimation for ranked set samples in finite population
- Estimating the variance of a combined forecast: bootstrap-based approach
- Subsampling, symmetrization, and robust interpolation
- Confidence intervals for the mean of a population containing many zero values under unequal-probability sampling
- Jackknifing two-sample statistics
- On bootstrap inference in cointegrating regressions
This page was built for publication: The jackknife and bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896567)