scientific article; zbMATH DE number 1104922
From MaRDI portal
Publication:4370586
zbMATH Open0886.62001MaRDI QIDQ4370586FDOQ4370586
Authors: A. C. Davison, D. V. Hinkley 
Publication date: 14 January 1998
Title of this publication is not available (Why is that?)
Recommendations
bootstrapsemiparametrictime seriesgeneralized linear modelslinear regression modelsnonparametricnonlinear modelsparametric
Nonparametric statistical resampling methods (62G09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (only showing first 100 items - show all)
- Empirical likelihood for the two-sample mean problem
- Managing the essential zeros in quantitative fatty acid signature analysis
- Saddlepoint approximations for rank‐invariant permutation tests and confidence intervals with interval‐censoring
- Estimation of biophysical parameters in a neuron model under random fluctuations
- On the bootstrap in cube root asymptotics
- Constrained nonparametric maximum likelihood estimation of stochastically ordered survivor functions
- Diagnostics for Dependence within Time Series Extremes
- The polysurvival model with long-term survivors
- Title not available (Why is that?)
- Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms
- On the added value of bootstrap analysis for \(K\)-means clustering
- Scan statistics for detecting a local change in variance for normal data with unknown population variance
- Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates
- Limit laws of the empirical Wasserstein distance: Gaussian distributions
- Degradation modeling applied to residual lifetime prediction using functional data analysis
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- Improved nonparametric confidence intervals in time series regressions
- Mark-recapture techniques in statistical tests for imprecise data
- Non-linear canonical correlation analysis using alpha-beta divergence
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Minimum distance Lasso for robust high-dimensional regression
- Bootstrapping the empirical distribution function of a spatial process
- Resampling methods for variable selection in robust regression
- Bootstrap prediction intervals for autoregressive time series
- Dynamic treatment regimes: technical challenges and applications
- Testing equality of correlation coefficients in two populations via permutation methods
- On stability issues in deriving multivariable regression models
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
- Assessing model mimicry using the parametric bootstrap.
- Modified quasi-profile likelihoods from estimating functions
- Spatial scan statistics in loglinear models
- Manipulation of the running variable in the regression discontinuity design: a density test
- Large shocks vs. small shocks. (Or does size matter? May be so.)
- Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean
- Inferential methods for elasticity estimates
- Randomization, bootstrap and Monte Carlo methods in biology
- The resampling of entropies with the application of biodiversity
- A log-linear regression model for the beta-Weibull distribution
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
- Edgeworth expansions and normalizing transforms for inequality measures
- Thresholding least-squares inference in high-dimensional regression models
- Inferences from cross-sectional, stochastic frontier models
- Functional generalized linear models with images as predictors
- A stochastic carcinogenesis model incorporating genomic instability fitted to colon cancer data
- Bootstrapping robust estimates of regression
- A nonparametric approach to measuring the sensitivity of an asset's return to the market
- Interval Estimation for Log-Linear Models with One Variable Subject to Non-Ignorable Non-Response
- How accurate are confidence intervals for impulse responses in large VAR models?
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
- Compare diagnostic tests using transformation-invariant smoothed ROC curves
- Structural equation modeling with heavy tailed distributions
- Expectation Bayesian estimation of system reliability based on failures
- Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
- Bootstraps for time series
- Title not available (Why is that?)
- Canonical correlation analysis based on information theory
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
- Proper bootstrapping
- Tempered stable Lévy motion driven by stable subordinator
- Model-robust regression and a Bayesian ``sandwich estimator
- Asymptotics and the theory of inference
- Reminiscences, and some explorations about the bootstrap
- Accurate parametric inference for small samples
- Generalized Additive Modelling of Sample Extremes
- 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
- The nature of sensitivity in monotone missing not at random models
- Self-normalized Cramér-type large deviations for independent random variables.
- Estimation of reliability in a series system with random sample size
- Quantile probability and statistical data modeling
- A stochastic carcinogenesis model incorporating multiple types of genomic instability fitted to colon cancer data
- Incorporating Covariates into Standard Line Transect Analyses
- Simultaneous confidence intervals based on the percentile bootstrap approach
- Design-free estimation of variance matrices
- Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks
- Bootstrap tests: how many bootstraps?
- Polyhazard Models for Lifetime Data
- Empirical identifiability in finite mixture models
- A radial basis function artificial neural network test for neglected nonlinearity
- The estimating function bootstrap
- Bootstrap-based ARMA order selection
- On generalized multinomial models and joint percentile estimation
- Risk comparison of some shrinkage M-estimators in linear models
- Applications of Likelihood Asymptotics for Nonlinear Regression in Herbicide Bioassays
- Bootstrap confidence interval estimation of mean via ranked set sampling linear regression
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Bootstrap methods for epistemic fuzzy data
- Title not available (Why is that?)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Minimizing model fitting objectives that contain spurious local minima by bootstrap restarting
- Confidence intervals for the difference of two proportions estimated from pooled samples
- On bootstrap resampling and iteration
- Assessing Symmetry Using Quantiles andL-Moments
- On probability matching priors
- A general bootstrap algorithm for hypothesis testing
- Bootstrapping a change-point Cox model for survival data
- Evaluation of a three-step method for choosing the number of bootstrap repetitions
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
Uses Software
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)
