scientific article; zbMATH DE number 224166
From MaRDI portal
Publication:5286549
Recommendations
Cited in
(43)- Random weighting method for Cox's proportional hazards model
- Approximation by randomly weighting method in censored regression model
- On bootstrapping M-estimated residual processes in multiple linear regression models
- Generalized bootstrap for estimators of minimizers of convex functions
- Composite quantile regression estimation for left censored response longitudinal data
- A propensity score adjustment method for regression models with nonignorable missing covariates
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Generalized bootstrap for estimating equations
- Two step composite quantile regression for single-index models
- Bootstrap approximation to the distribution of M-estimates in a linear model
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers
- A large sample study of randomly weighted bootstrap in linear models
- Quantile regression methods for first-price auctions
- Recycled two-stage estimation in nonlinear mixed effects regression models
- Optimal subsampling for least absolute relative error estimators with massive data
- Testing in linear composite quantile regression models
- Distribution approximation of shrinkage estimate in censored regression model via randomly weighting method
- Approximation by random weighting method for M-test in linear models
- Approximation to the distribution of the least squares estimators in two dimensional cosine models by randomly weighted bootstrap
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- Randomly weighted LAD-estimation for partially linear errors-in-variables models
- Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian bootstrap
- Semiparametric regression in size-biased sampling
- scientific article; zbMATH DE number 5629940 (Why is no real title available?)
- General relative error criterion and M-estimation
- Random weighting \(M\)-estimation for linear errors-in-variables models
- Online bootstrap confidence intervals for the stochastic gradient descent estimator
- Empirical likelihood for least absolute relative error regression
- scientific article; zbMATH DE number 1932272 (Why is no real title available?)
- scientific article; zbMATH DE number 4001211 (Why is no real title available?)
- Bootstrap inference for GARCH models by the least absolute deviation estimation
- Calibration using constrained smoothing with applications to mass spectrometry data
- Asymptotic efficiency of randomly weighted bootstrap for linear models
- Robust inference for subgroup analysis with general transformation models
- Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records
- Nonparametric inference on smoothed quantile regression process
- Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient
- Distributed inference for the quantile regression model based on the random weighted bootstrap
- Bootstrap Inference for Panel Data Quantile Regression
- Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach
- A simple bootstrap method for large entropy unequal probability sampling designs
- Rank regression for accelerated failure time model with clustered and censored data
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
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 Q5286549)
