scientific article; zbMATH DE number 1104922

zbMath0886.62001MaRDI QIDQ4370586

Anthony C. Davison, David V. Hinkley

Publication date: 14 January 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bootstraptime seriesnonlinear modelsnonparametricparametricsemiparametricgeneralized linear modelslinear regression models

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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bootstrap methods, Comparison of two methods in estimating standard error of the method of simulated moments estimators for generalized linear mixed models, Joint Estimation of the Mean and Error Distribution in Generalized Linear Models, Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution, Better confidence intervals for the population coefficient of variation, Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed, Testing for a single mean with transformed data, Zero-modified power series distribution and its Hurdle distribution version, Improved likelihood inferences for Weibull regression model, Smoothed bootstrap bandwidth selection for nonparametric hazard rate estimation, A computational bootstrap procedure to compare two dependent time series, A revisit to testing the equality of means for several lognormal distributions, A change-point detection and clustering method in the recurrent-event context, Certified Mapper: Repeated Testing for Acyclicity and Obstructions to the Nerve Lemma, A Universal QQ-Plot for Continuous Non-homogeneous Populations, Infant mortality model for lifetime data, Forecast mean squared error reductionin the VAR(1) process, Nonparametric bootstrapping for hierarchical data, A mixture model for the detection ofNeosporosiswithout a gold standard, The resampling of entropies with the application of biodiversity, Generalized confidence interval estimation for the mean of delta-lognormal distribution: an application to New Zealand trawl survey data, Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model, An alternative procedure for performing a power analysis of Mantel's test, Intrinsic Regression Models for Medial Representation of Subcortical Structures, A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data, Bootstrap confidence regions for correspondence analysis, Diagnostics for Dependence within Time Series Extremes, Bayesian Inference for Small‐Sample Capture‐Recapture Data, From Quantal Counts to Mechanisms and Systems: The Past, Present, and Future of Biometrics in Environmental Toxicology, Graphical Exploration of Covariate Effects on Survival Data Through Nonparametric Quantile Curves, Polyhazard Models for Lifetime Data, Unnamed Item, Statistical Comparison of Axon‐Scaled Neurochemical Production, Confidence Intervals for the Mean of Diagnostic Test Charge Data Containing Zeros, Estimating the Responsiveness of an Instrument Using More Than Two Repeated Measures, Applications of Likelihood Asymptotics for Nonlinear Regression in Herbicide Bioassays, A Conditional Approach for Multivariate Extreme Values (with Discussion), Dimension Reduction for the Conditionalkth Moment in Regression, A Jackknife Variance Estimator for Unequal Probability Sampling, A pattern-mixture odds ratio model for incomplete categorical data, Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting, Unnamed Item, Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution, Bootstrap confidence intervals for the contributions of individual variables to a Mahalanobis distance, Beta seasonal autoregressive moving average models, On bootstrap testing inference in cure rate models, Parallel and bootstrapped stochastic approximation, Re-colouring the Intensity-Based Bootstrap for Point Processes, Biplot methodology in exploratory analysis of microarray data, A likelihood‐based comparison of temporal models for physical processes, Unnamed Item, A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere, Post hoc Uncertainty Quantification for Remote Sensing Observing Systems, Unnamed Item, Hypothesis testing for the population mean and variance based on r-size biased samples, Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach, Rank intraclass correlation for clustered data, An Extensive Comparison of Some Well‐Established Value at Risk Methods, Using covariates to model dependence in nonstationary, high‐frequency meteorological processes, Lightning‐caused forest fire risk in Northwestern Ontario, Canada, is increasing and associated with anomalies in fire weather, Dionysus: a stochastic fire growth scenario generator, On the exploration of regression dependence structures in multidimensional contingency tables with ordinal response variables, Bootstrap inference for a class of non-regular estimators, Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification, Quantile varying-coefficient structural equation model, Critical assessment of the impact of vaccine-type and immunity on the burden of COVID-19, Confidence intervals for ratios of means applied to corpus-based word frequency classes, Model-independent detection of new physics signals using interpretable semisupervised classifier tests, Statistics of Feynman amplitudes in \(\phi^4\)-theory, Accurate and fast small \(p\)-value estimation for permutation tests in high-throughput genomic data analysis with the cross-entropy method, Defining replicability of prediction rules, On the circular correlation coefficients for bivariate von Mises distributions on a torus, Weighted U-statistics for likelihood-ratio ordering of bivariate data, Hedging cryptos with Bitcoin futures, A higher-order correct fast moving-average bootstrap for dependent data, An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors, Rescaled bootstrap confidence intervals for the population variance in the presence of outliers or spikes in the distribution of a variable of interest, On the disjoint and sliding block maxima method for piecewise stationary time series, Smoothed bootstrap methods for bivariate data, Theory and practice of a bivariate trigonometric Burr XII distribution, Causal modelling of heavy-tailed variables and confounders with application to river flow, A linear spline Cox cure model with its applications, Multivariate density estimation for interval‐censored data with application to a forest fire modelling problem, Single index Fréchet regression, Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change, Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity, DIF statistical inference without knowing anchoring items, Data augmentation using improved conditional GAN under extremely limited fault samples and its application in fault diagnosis of electric submersible pump, Unnamed Item, Unnamed Item, Variations of Q–Q Plots: The Power of Our Eyes!, On estimation and diagnostics analysis in log-generalized gamma regression model for interval-censored data, Standard Error of the Method of Simulated Moment Estimator for Generalized Linear Mixed Models, Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study, Unnamed Item, Bootstrap confidence interval estimation of mean via ranked set sampling linear regression, Fast and flexible methods for monotone polynomial fitting, Confidence interval for the bootstrapP-value and sample size calculation of the bootstrap test, Spatial bootstrapped microeconometrics: Forecasting for out‐of‐sample geo‐locations in big data, Prediction intervals in the beta autoregressive moving average model, Robust testing procedures for scale differences in paired data, Estimating the Kullback–Liebler risk based on multifold cross‐validation, A Comparison of two Robust Estimation Methods for Business Surveys, Directions Old and New: Palaeomagnetism and Fisher (1953) Meet Modern Statistics, An efficient estimation approach to joint modeling of longitudinal and survival data, Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA, Developing and evaluating risk prediction models with panel current status data, Gaussian copula function-on-scalar regression in reproducing kernel Hilbert space, Variance estimation in inverse probability weighted Cox models, Variance reduction in the inverse probability weighted estimators for the average treatment effect using the propensity score, Applications of the Fractional-Random-Weight Bootstrap, What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum, A folded model for compositional data analysis, Fitting and testing the Marshall–Olkin extended Weibull model with randomly censored data, Expected Conditional Characteristic Function-based Measures for Testing Independence, Spatiotemporal Conditional Inference and Hypothesis Tests for Neural Ensemble Spiking Precision, LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS, Academic performance of students from entrance to graduation via quasi U-statistics: a study at a Brazilian research university, New bootstrap inference for spurious regression problems, Partially linear models and their applications to change point detection of chemical process data, Analysis of a marker for cancer of the thyroid with a limit of detection, Measuring and estimating the interaction between exposures on a dichotomous outcome for observational studies, Case study: shipping trend estimation and prediction via multiscale variance stabilisation, Bootstrap clustering for graph partitioning, Bias Correction for Mean Time to Failure and p-Quantiles in a Weibull Distribution by Bootstrap Procedure, Time-dependent ROC methodology to evaluate the predictive accuracy of semiparametric multi-state models in the presence of competing risks: An application to peritoneal dialysis programme, A Stochastic Model to Analyze Clonal Data on Multi‐Type Cell Populations, Resampling Procedures for Making Inference Under Nested Case–Control Studies, Hybrid Pairwise Likelihood Analysis of Animal Behavior Experiments, Local dependence estimation using semiparametric archimedean copulas, Saddlepoint approximations for rank‐invariant permutation tests and confidence intervals with interval‐censoring, Capital Allocation Using the Bootstrap, Large-sample inference in the general AR(1) model, Evaluation of a three-step method for choosing the number of bootstrap repetitions, Some multiple comparison procedures for variances from non-normal populations., An adaptive permutation test procedure for several common tests of significance., An exact iterated bootstrap algorithm for small-sample bias reduction., Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model, Bandwidth selection for the smoothed bootstrap percentile method., Simulation output analysis using the threshold bootstrap, An ‘exact’ two-group median test with an extension to censored data, Jackknife-after-bootstrap regression influence diagnostics, Exact Bootstrap Variances of the Area Under ROC Curve, Resampling non-homogeneous spatial data with smoothly varying mean values, Generalized Additive Modelling of Sample Extremes, Improving Ecological Impact Assessment by Statistical Data Synthesis Using Process-Based Models, Phase randomisation: numerical study of higher cumulants behaviour., Testing a Partial Ordering of Population Means with Application to Inference about Growth Habits of Cowpea Genotypes, Estimators of Influence Function, A Bootstrap Test for Circular Data, Recent developments in bootstrap methodology, A short prehistory of the bootstrap, Introduction to the bootstrap world, The impact of the bootstrap on statistical algorithms and theory, Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution, On the efficacy of stop-loss rules in the presence of overnight gaps, Simulation‐based tests for heteroskedasticity in linear regression models: Some further results, On testing inference in beta regressions, Estimating kurtosis and confidence intervals for the variance under nonnormality, On maximum likelihood estimation of the long-memory parameter in fractional Gaussian noise, Estimating the Pareto parameters under progressive censoring data for constant-partially accelerated life tests, Linear bootstrap methods for vector autoregressive moving-average models, Weighted exponential distribution: properties and different methods of estimation, Asymptotically refined score and GOF tests for inverse Gaussian models, Bias-correction for Weibull common shape estimation, Bootstrap diagnostics and remedies, On the bootstrap in cube root asymptotics, Estimation of Dynamic Cumulative Past Entropy for Power Function Distribution, Improved nonparametric confidence intervals in time series regressions, Transfer entropy on symbolic recurrences, Asymptotic and Resampling-Based Confidence Intervals for P(X < Y), Resampling Plans for Frailty Models, A Nonparametric Bootstrap Test for the Equality of Coefficients of Variation, Unit root tests using semi-parametric estimators of the long-memory parameter, Planning Herbicide Dose-Response Bioassays Using the Bootstrap, Constructing narrower confidence intervals by inverting adaptive tests, Assessing Vaccine Effects in Repeated Low‐Dose Challenge Experiments, Model uncertainty and control consequences: a paper machine study, Quantifying and Correcting the Bias in Estimated Risk Measures, APPROXIMATING THE GROWTH OPTIMAL PORTFOLIO AND STOCK PRICE BUBBLES, Point and interval estimation of baseline risk and treatment effect based on logistic model for observational studies, Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability, Conservative confidence intervals on multiple correlation coefficient for high-dimensional elliptical data using random projection methodology, A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models, Sample size calculations for noninferiority trials for time-to-event data using the concept of proportional time, Evaluation of C_pm estimators in ranked set sampling designs, Computational approach test for inference about several correlation coefficients: Equality and common, Testing the equality means of several log-normal distributions, Bootstrapping the coefficients of multiple logistic regression model in medicine data, Direct Calculation of the Variance of Maximum Penalized Likelihood Estimates via EM Algorithm

Uses Software

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