Variance stabilization and the bootstrap
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Publication:3796552
DOI10.1093/BIOMET/75.3.433zbMATH Open0651.62039OpenAlexW2005205443MaRDI QIDQ3796552FDOQ3796552
Authors: Robert Tibshirani 
Publication date: 1988
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/75.3.433
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- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
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- Goodness-of-fit tests for the Cox model via bootstrap method
- Advantages of variance stabilization
- Variance stabilizing transformations, studentization and the bootstrap
- Statistical bootstrapping methods in VaR calculation
- A bootstrap test for equality of variances
- Some finite sample theory for bootstrap regression estimates
- Qualms about \(BC_ a\) bootstrap confidence intervals
- Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints
- Testing for exogeneity in threshold models
- A note on the stationary bootstrap's variance
- Efficient bootstrap methods: A review
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
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