scientific article; zbMATH DE number 1104922
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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?)
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bootstrapsemiparametrictime seriesgeneralized linear modelslinear regression modelsnonparametricnonlinear modelsparametric
Nonparametric statistical resampling methods (62G09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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- Bayesian estimation of the global minimum variance portfolio
- A new long-term survival model with interval-censored data
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- Distribution-free pointwise adjusted \(p\)-values for functional hypotheses
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- Inferential procedures for partially observed functional data
- Score tests for covariate effects in conditional copulas
- Extreme quantile estimation for \(\beta\)-mixing time series and applications
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- Sharpening Wald-type inference in robust regression for small samples
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- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
- Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
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