scientific article; zbMATH DE number 1104922
From MaRDI portal
Publication:4370586
Recommendations
Cited in
(only showing first 100 items - show all)- Multivariate generalized S-estimators
- Statistical estimation for a failure model with damage accumulation in a case of small samples
- Improved point and interval estimation for a beta regression model
- Improved Peňa-Rodriguez portmanteau test
- Comparing medians
- Multivariate process capability via Löwner ordering
- Bootstrap, or the art of pulling yourself out of a swamp
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Bootstrap prediction intervals for autoregressive time series
- Nonparametric and robust methods. (Editorial)
- Detecting change-points in Markov chains
- Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
- Bootstrap confidence intervals for principal response curves
- Self-controlled case series analyses: small-sample performance
- Simultaneous confidence intervals based on the percentile bootstrap approach
- Reducing bias in parameter estimates from stepwise regression in proportional hazards regression with right-censored data
- Properties of design-based functional principal components analysis
- \texttt{Snow}: A parallel computing framework for the R system
- An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA
- Random weighting method for Cox's proportional hazards model
- Bootstrapping an inhomogeneous point process
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- An efficient semiparametric maxima estimator of the extremal index
- A Framework for Random-Effects ROC Analysis: Biases with the Bootstrap and Other Variance Estimators
- Testing the equality of several gamma means: a parametric bootstrap method with applications
- A survey of bootstrap methods in finite population sampling
- A test for a difference between spectral peak frequencies.
- Foundations of statistical inference based on numerical roots of robust pivot functions
- Estimating summary functionals in multistate models with an application to hospital infection data
- Confidence intervals based on robust regression
- The locally stationary dual-tree complex wavelet model
- Resampling methods for dependent data
- Managing uncertainty in orthopaedic trauma theatres.
- Improved rank-based dependence measures for categorical data.
- A quadratic bootstrap method and improved estimation in logistic regression.
- Estimation of the weights of interacting criteria from the set of profiles by means of information-theoretic functionals.
- Asymptotics and the theory of inference
- Assessing model mimicry using the parametric bootstrap.
- Self-normalized Cramér-type large deviations for independent random variables.
- Saddlepoint approximations and tests based on multivariate M-estimates.
- Control of generalized error rates in multiple testing
- Confidence interval estimation of overlap: equal means case.
- How accurate are confidence intervals for impulse responses in large VAR models?
- A nonparametric bootstrap method for spatial data
- Foundations of multivariate inference using modern computers
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
- Bootstrap tests for robust means of asymmetric distributions with unequal shapes.
- Efficient nonparametric estimation of a distribution function.
- Using bootstrap methods to obtain non-normality robust Chow prediction tests.
- Alternatives to the usual likelihood ratio test in mixed linear models
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- The role of weak selection and high mutation rates in nearly neutral evolution
- Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market
- Extreme quantile estimation for \(\beta\)-mixing time series and applications
- Approximate maximum likelihood estimation of the autologistic model
- GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries
- Overdispersion in allelic counts and \(\theta\)-correction in forensic genetics
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
- The exponentiated logarithmic generated family of distributions and the evaluation of the confidence intervals by percentile bootstrap
- Measurement of interobserver disagreement: correction of Cohen's kappa for negative values
- A wild bootstrap approach for nonparametric repeated measurements
- Sharpening Wald-type inference in robust regression for small samples
- On two-stage Monte Carlo tests of composite hypotheses
- Sufficient dimension reduction using Hilbert-Schmidt independence criterion
- Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
- Vine copula based likelihood estimation of dependence patterns in multivariate event time data
- Spectral modeling of time series with missing data
- Approximate maximum likelihood estimation for population genetic inference
- Tempered stable Lévy motion driven by stable subordinator
- Mixed-scale jump regressions with bootstrap inference
- Distribution-dependent and distribution-free confidence intervals for the variance
- Alternative approaches for econometric modeling of panel data using mixture distributions
- From concentration profiles to concentration maps. New tools for the study of loss distributions
- Modeling restricted mean survival time under general censoring mechanisms
- On an inferential model construction using generalized associations
- Small population bias and sampling effects in stochastic mortality modelling
- Monte Carlo modified profile likelihood in models for clustered data
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
- Resampling methods for estimating variance in surveys
- Expectation Bayesian estimation of system reliability based on failures
- Bayesian estimation of the global minimum variance portfolio
- College admissions with entrance exams: centralized versus decentralized
- Bootstrapping profit change: an application to Spanish banks
- Multi-service multi-facility network design under uncertainty
- Improving bagging performance through multi-algorithm ensembles
- Estimating the \(p\)-values of robust tests for the linear model
- Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.
- Estimating the index of increase via balancing deterministic and random data
- A stochastic carcinogenesis model incorporating multiple types of genomic instability fitted to colon cancer data
- Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
- A stochastic carcinogenesis model incorporating genomic instability fitted to colon cancer data
- Estimating the \(K\) function of a point process with an application to cosmology.
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
- Bootstrapping robust estimates of regression
- Improved estimation of clutter properties in speckled imagery.
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4370586)