scientific article; zbMATH DE number 3053501

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Predictive inference with the jackknife+
Survival model of a parallel system with dependent failures and time varying covariates
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
Modeling covariance matrices via partial autocorrelations
A cross-estimation technique for using control variables in stochastic simulations
Effects of skewness and kurtosis on model selection criteria
An empirical comparison of several interval estimation procedures for coefficient alpha
On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
The linear model with variance-covariance components and jackknife estimation
Estimating cointegration parameters: An application of the double bootstrap
Robust finite-intersection tests for homogeneity of ordered variances
Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
Quenouille-type theorem on autocorrelations
Generalized method of Pao-Zhuan Yin-Yu
A classified bibliography of Monte Carlo studies in econometrics
Survival function estimation when lifetime and censoring time are dependent
Jackknifing two-sample statistics
Confidence interval estimation of overlap: equal means case.
Resampling methods for estimating variance in surveys
A new variance estimator for a two-phase restratified sample with PPS sampling at both phases
Empirical Edgeworth expansions for symmetric statistics
Assessing the quality of bootstrap samples and of the bootstrap estimates obtained with finite resampling.
Resampling time series using missing values techniques
More effective time-series analysis and forecasting
The threshold bootstrap and threshold jackknife
Limited distribution of sample partial autocorrelations: A matrix approach
Mixtures of biased sentiment analysers
Inventory -- forecasting: mind the gap
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
On the parametrization of autoregressive models by partial autocorrelations
Gene expression and protein-protein interaction data for identification of colon cancer related genes using \(f\)-information measures
On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances
Optimal jackknife for unit root models
The generalised autocovariance function
Implementing the single bootstrap: Some computational considerations
Modeling country risk ratings using partial orders
Inferring extinction from a sighting record
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
A comparison of some estimators of time series autocorrelations
Delete-2 and delete-3 jackknife procedures for unmasking in regression
Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean
Simulation-Based Optimality Tests for Stochastic Programs
Estimating a Multivariate Familial Correlation Using Joint Models for Canonical Correlations: Application to Memory Score Analysis from Familial Hispanic Alzheimer's Disease Study
Stability
The robust estimation of classification error rates
Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
On the estimation of skewness of a statistic using the jackknife and the bootstrap
Covariance estimation: the GLM and regularization perspectives
Toward robust early-warning models: a horse race, ensembles and model uncertainty
Stochastic programming for vendor portfolio selection and order allocation under delivery uncertainty
Randomized response estimation in multiple frame surveys
Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
Quantifying uncertainty of subsampling-based ensemble methods under a U-statistic framework
A jackknife entropy-based clustering algorithm for probability density functions
Jackknife resampling parameter estimation method for weighted total least squares
Jackknife resample method for precision estimation of weighted total least squares
Jackknife method for the location of gross errors in weighted total least squares
The probabilistic support Kendall correlation and its transitivity properties
Heteroscedasticity-robust estimation of autocorrelation
Using jackknife to correct bias of MLE for the truncated Pareto distribution
The jackknife-like method for assessing uncertainty of point estimates for Bayesian estimation in a finite Gaussian mixture model
Discussion of the Paper “Prediction, Estimation, and Attribution” by B. Efron
Portmanteau tests based on quadratic forms in the autocorrelations
Improved autoregressive forecasts in the presence of non-normal errors
Bootstrap and other resampling methodologies in statistics of extremes
Simulation output analysis using the threshold bootstrap
The impact of bootstrap methods on time series analysis
Discussion of the Paper “Prediction, Estimation, and Attribution” by B. Efron
Assessing Variability of Complex Descriptive Statistics in Monte Carlo Studies Using Resampling Methods
A Bootstrap Variance Procedure for the Generalised Regression Estimator
Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources
Optimal Nonparametric Inference with Two-Scale Distributional Nearest Neighbors
Efficient Error and Variance Estimation for Randomized Matrix Computations
On the estimation bias in first-order bifurcating autoregressive models
Applications of resampling methods in multivariate Liu estimator
Inverse regression for spatially distributed functional data
Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation
Regression trees for interval-censored failure time data based on censoring unbiased transformations and pseudo-observations
Estimation bias in the Ornstein-Uhlenbeck process with flow data
Relationship between Roe and Metz simulation model for multireader diagnostic data and Obuchowski-Rockette model parameters
A high-dimensional Wilks phenomenon
Improving unbiasedness of the proportional hazards model estimator with Cox and Snell's bias approximation and jackknife resampling
Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping
Applications of the jackknife procedure in ridge regression
The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors
The jackknife and regression with \(AR(1)\) errors
Application of the bootstrap method for estimation of the quantile function
A survey of cross-validation procedures for model selection
Nonparametric estimation of standard errors in covariance analysis using the infinitesimal jackknife

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