The estimating function bootstrap
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Publication:4527893
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Cites work
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Cited in
(42)- Bootstrapping complex functions
- \(L_{1}\) regression estimate and its bootstrap
- Efficient bootstrap estimation of distribution functions
- Small sample inference for probabilistic index models
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Inference functions and quadratic score tests
- Estimating the \(p\)-values of robust tests for the linear model
- Generalized bootstrap for estimating equations
- Bootstrapping robust estimates of regression
- Improved estimation of clutter properties in speckled imagery.
- Bootstrapping U-statistics: applications in least squares and robust regression
- Confidence intervals in a regression with both linear and non-linear terms
- Scalable estimation and inference for censored quantile regression process
- Survey weighted estimating equation inference with nuisance functionals
- Beyond first-order asymptotics for Cox regression
- Permutation methods in relative risk regression models
- An efficient shrinkage bootstrap bias estimator for smooth functions of sample means
- Normalizing unbiased estimating functions
- A fast subsampling method for nonlinear dynamic models
- On nonsmooth estimating functions via jackknife empirical likelihood
- Mechanistic analysis of challenge-response experiments
- Resampling-based efficient shrinkage method for non-smooth minimands
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- Estimating Function Jackknife Variance Estimators Under Stratified Multistage Sampling
- Using bootstrap method to evaluate the estimates of nicotine equivalents from linear mixed model and generalized estimating equation
- Estimating equation-based causality analysis with application to microarray time series data
- Bootstrapping data with multiple levels of variation
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- A resampling method by perturbing the estimating functions for quantile regression with missing data
- Pair copula constructions for multivariate discrete data
- A fast resample method for parametric and semiparametric models
- A bootstrap based on the estimating equations of the linear model
- Bootstrap testing of the rank of a matrix via least-squared constrained estimation
- Inference for L-estimators of location using a bootstrap warping approach
- On the Boundedness and Nonmonotonicity of Generalized Score Statistics
- Impact of bootstrap on the estimating functions
- Utilizing a quantile function approach to obtain exact bootstrap solutions
- Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
- A higher-order correct fast moving-average bootstrap for dependent data
- Confidence interval construction for causally generalized estimates with target sample summary information
- Functional inference in semiparametric models using the piggyback bootstrap
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