Studentization versus variance stabilization: a simple way out of an old dilemma
From MaRDI portal
Publication:6579151
Cites work
- scientific article; zbMATH DE number 3152625 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 3251902 (Why is no real title available?)
- Adaptive bandwidth choice
- Asymptotic spectral theory for nonlinear time series
- Asymptotic theory of statistics and probability
- BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
- Bootstrap Confidence Intervals and Bootstrap Approximations
- Bootstrap confidence bands for spectra and cross-spectra
- Bootstrap methods: another look at the jackknife
- Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
- Estimation in an empirical bayes model for longitudinal and cross-sectionally clustered binary data
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Modified t Tests and Confidence Intervals for Asymmetrical Populations
- On split sample and randomized confidence intervals for binomial proportions
- Probability for Statisticians
- Resampling methods for dependent data
- Split Sample Methods for Constructing Confidence Intervals for Binomial and Poisson Parameters
- Stochastic curve estimation
- The bootstrap and Edgeworth expansion
- The impact of bootstrap methods on time series analysis
- Theoretical comparison of bootstrap confidence intervals
- Time Series
- Time series: theory and methods.
- Variance stabilizing transformations, studentization and the bootstrap
This page was built for publication: Studentization versus variance stabilization: a simple way out of an old dilemma
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579151)