NOTES ON BIAS IN ESTIMATION

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Predictive inference with the jackknife+
Additional sources of bias in half-life estimation
Detecting business cycle asymmetries using artificial neural networks and time series models
A computational evaluation of optimal solution value estimation procedures
Half-sample estimation of sampling distributions
An alternative to ratio method in sample surveys
Sampling for estimating weighted totals and averages
A note on unbiasedness in ratio estimation
Jack-knifing the ratio and the product estimators in double sampling
Almost unbiased ratio-cum-product estimators for the finite population mean
Jackknife estimator for an \(m\)-dependent stationary process
An empirical comparison of several interval estimation procedures for coefficient alpha
Reduced-rank regression for the multivariate linear model
Jackknifing disattenuated correlations
Almost unibiased product-type estimator
A survey of bootstrap methods in finite population sampling
Bias reduction and efficiency of reconstructed ratio estimators for a finite universe
Comparison of ratio estimators in two-phase sampling
Jackknifing in generalized linear models
Another look at the jackknife: Further examples of generalized bootstrap
The linear model with variance-covariance components and jackknife estimation
Robust finite-intersection tests for homogeneity of ordered variances
The jackknife estimate of variance of a Kaplan-Meier integral
Sharpening estimators using resampling
An outlier nomination method based on the multihalver.
Bias correction of OLSE in the regression model with lagged dependent variables.
A conversation with Tom Louis
Integrative exploration of large high-dimensional datasets
A generalized class of exponential type estimators for population mean under systematic sampling using two auxiliary variables
Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
Jackknife empirical likelihood inference for the mean absolute deviation
Resampling based inference for a distribution function using censored ranked set samples
Resampling methods for estimating variance in surveys
Nearly weighted risk minimal unbiased estimation
Empirical Edgeworth expansions for symmetric statistics
Almost unbiased estimation in multiplicative models
Jackknifing type weighted least squares estimators in partially linear regression models.
A note on the efficiencies of two almost unbiased predictive ratio estimators
Empirical comparison of some regression and regression-type strategies
An alternative to the ratio-cum-product estimator in sample surveys
Unified approach to trimmed mean estimation and its application to bispectrum estimation of EEG signals
Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling
Measuring components of the memory of order
A general class of linearly extrapolated variance estimators
Inventory -- forecasting: mind the gap
Variance reduction for Metropolis-Hastings samplers
Variable selection in propensity score adjustment to mitigate selection bias in online surveys
General and feasible tests with multiply-imputed datasets
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
On ensembles, I-optimality, and active learning
Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model
A two-stage logistic regression model for analyzing inter-rater agreement
Estimators of covariances in time series models
Characterization of uncertainty in probabilistic model using bootstrap method and its application to reliability of piles
Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
An efficient class of estimators for the population mean using auxiliary information in systematic sampling
A Good-Turing estimator for feature allocation models
Nonparametric statistical inference for \(\operatorname{P}(X < Y < Z)\)
New non-parametric inferences for low-income proportions
A first-order approximated jackknifed ridge estimator in binary logistic regression
Modeling country risk ratings using partial orders
Evaluating and extending the Lee\,-\,Carter model for mortality forecasting: bootstrap confidence interval
Pooling data versus averaging model fits for some prototypical multinomial processing tree models
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
Implementations of replica-permutation and replica sub-permutation methods into LAMMPS
On the use of jack-knife techniques in systematic sampling
On nonsmooth estimating functions via jackknife empirical likelihood
Two notes about rolling estimates
Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
On statistical bounds of heuristic solutions to location problems
Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean
Inverse probability weighting estimation of the volume under the ROC surface in the presence of verification bias
A new replicate variance estimator for unequal probability sampling without replacement
Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results
Bias-corrected estimators of scalar skew normal
Overlapping subsampling and invariance to initial conditions
On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors
An approximation for analyzing a broad class of implicitly and explicitly defined estimators
Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals
On the Voronoi Regions of Certain Lattices
A simple method for estimating the entropy of neural activity
Jackknifing and bootstrapping quasi–likelihood estimators
Asymptotic Relative Efficiency of Some Jackknife Estimators of a Common Odds Ratio
Protective estimator for linear regression with nonignorably missing Gaussian outcomes
Nonparametrics: Retrospectives and perspectives^*
The starship
Robust multivariate analysis of variability
Consistency of jackknife estimators of the variances of simple quantiles
scientific article; zbMATH DE number 5630792 (Why is no real title available?)
On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
Almost unbiased ratio and product estimators based on interpenetrating subsamples
Stability
The robust estimation of classification error rates
Estimation for dirichlet mixed models
Jackknife estimation with a unit root
On the Reduction of Bias of Ratio Estimator to a Desired Degree
The effect of non-normality on estimating the variance of the combined ratio estimate in complex surveys
Parameter estimations in a minimum-type scheme
All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model

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