Variance stabilization and the bootstrap
From MaRDI portal
Publication:3796552
DOI10.1093/BIOMET/75.3.433zbMATH Open0651.62039OpenAlexW2005205443MaRDI QIDQ3796552FDOQ3796552
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
Cited In (23)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models
- Some results on bootstrap prediction intervals
- Bootstrap diagnostics and remedies
- A new inferential approach for response-adaptive clinical trials: the variance-stabilized bootstrap
- Better nonparametric bootstrap confidence intervals for the correlation coefficient
- Stabilizing bootstrap‐t confidence intervals for small samples
- Title not available (Why is that?)
- Global tilting method
- The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA
- Confidence Interval Estimation of P(Y<X) in the Gamma Case
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS
- Equivalence testing for functional data with an application to comparing pulmonary function devices
- Goodness-of-fit tests for the Cox model via bootstrap method
- 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
- A note on the stationary bootstrap's variance
- Efficient bootstrap methods: A review
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
This page was built for publication: Variance stabilization and the bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3796552)
