scientific article; zbMATH DE number 1104922

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?)

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zbMATH Keywords

bootstrapsemiparametrictime seriesgeneralized linear modelslinear regression modelsnonparametricnonlinear modelsparametric

Mathematics Subject Classification ID

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)

• 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
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• 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
• Variance computations for functionals of absolute risk estimates
• On the Non-identifiability Problem Arising on the Poly-Weibull Model
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Improved Peňa-Rodriguez portmanteau test
• Evaluating subject-level incremental values of new markers for risk classification rule
• Overdispersion in allelic counts and \(\theta\)-correction in forensic genetics
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• A weighted least-squares approach to clusterwise regression
• College admissions with entrance exams: centralized versus decentralized
• METHODS FOR ESTIMATING PRINCIPAL POINTS
• LASSO and shrinkage estimation in Weibull censored regression models
• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence
• Score and Wald tests for the homogeneity of inverse Gaussian scale parameters based on computational approach test
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• A Bayesian multiple comparison procedure for simply ordered treatment medians
• Fitting and testing the Marshall–Olkin extended Weibull model with randomly censored data
• The log-exponentiated Weibull regression model for interval-censored data
• Random weighting method for Cox's proportional hazards model
• Bootstrapping in non-regular smooth function models
• Estimating residual variance in random forest regression
• Testing for long-range dependence in the Brazilian term structure of interest rates
• Quantifying and Correcting the Bias in Estimated Risk Measures
• Goodness of fit tests for a class of Markov random field models
• Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
• Nonparametric bootstrap tests of conditional independence in two-way contingency tables
• Penalized partial likelihood regression for right-censored data with bootstrap selection of the penalty parameter
• Patch models of EVD transmission dynamics
• Jackknife-after-bootstrap regression influence diagnostics
• A short prehistory of the bootstrap
• Introduction to the bootstrap world
• Parametric bootstrap and approximate tests for two Poisson variates
• Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions
• PROGRESSIVE INTERVAL CENSORING: SOME MATHEMATICAL RESULTS WITH APPLICATIONS TO INFERENCE
• Bandwidth selection for the smoothed bootstrap percentile method.
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• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Improved estimation of clutter properties in speckled imagery.
• Tests of long memory: a bootstrap approach
• Multivariate generalized S-estimators
• Modeling Bromus diandrus seedling emergence using nonparametric estimation
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
• Homogeneity tests for several Poisson populations
• Saddlepoint approximation for Student's \(t\)-statistic with no moment conditions
• Tail probability approximations for Student's \(t\)-statistics
• On robust input design for nonlinear dynamical models
• Applied regression analysis bibliography update 1994-97
• Testing for long-range dependence in world stock markets
• Efficient calculation ofp-values in linear-statistic permutation significance tests
• A geometric approach for computing tolerance bounds for elastic functional data
• Bootstrapping nonparametric density estimators with empirically chosen bandwidths.
• Evaluation of methods for interval estimation of model outputs, with application to survival models
• A Stochastic Model to Analyze Clonal Data on Multi‐Type Cell Populations
• Managing uncertainty in orthopaedic trauma theatres.
• On a fast, robust estimator of the mode: comparisons to other robust estimators with applications
• Regularized sandwich estimators for analysis of high-dimensional data using generalized estimating equations
• Multivariate process capability via Löwner ordering
• The impact of the bootstrap on statistical algorithms and theory
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• 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

Uses Software

• R

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