Cited in
(only showing first 100 items - show all)- Optimization of statistical sample sizes in simulation
- Estimating improvement in prediction with matched case-control designs
- Bootstrap and permutation tests of independence for point processes
- Efficient capital management using an internal model: a case of non-life insurance
- Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
- Statistical Issues in Fisheries' Stock Assessments*
- Estimating the number of components in a finite mixture model: the special case of homogeneity
- Probabilistic HIV recency classification -- a logistic regression without labeled individual level training data
- Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
- Accounting for high-order correlations in probabilistic characterization of environmental variables, and evaluation
- Density estimator for strip transects when animals show directional movement and observation speed is slow
- An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
- Q-convergence with interquartile ranges
- Confidence intervals for probabilistic network classifiers
- Testing for outliers from a mixture distribution when some data are missing
- Semiparametric and nonparametric modeling for effect modification in matched studies
- A multivariate approach for estimating the random effects variance component in one-way random effects model.
- Estimation of critical points in the mixture inverse Gaussian model
- Degradation modeling with subpopulation heterogeneities based on the inverse Gaussian process
- Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
- A note on unequal probability sampling in bootstrap sampling
- Recent developments in bootstrap methodology
- The impact of bootstrap methods on time series analysis
- Model validation and predictive capability for the thermal challenge problem
- Estimating generalized semiparametric additive models using parameter cascading
- Bias correction on censored least squares regression models
- Linear bootstrap methods for vector autoregressive moving-average models
- Interval estimation in a finite mixture model: Modeling \(P\)-values in multiple testing ap\-plications
- Performing hypothesis tests on the shape of functional data
- Tests for regression models with heteroskedasticity of unknown form
- Estimating time-varying directed neural networks
- Bootstrap in semi-functional partial linear regression under dependence
- The impact of the bootstrap on statistical algorithms and theory
- Fitting competing risks data to bivariate Pareto models
- Simulation-based bias correction methods for complex models
- Nonparametric inference for immune response thresholds of risk in vaccine studies
- Optimal cutpoint estimation with censored data
- Assessing natural direct and indirect effects for a continuous exposure and a dichotomous outcome
- Nonparametric estimation of bivariate distribution using concomitants of order statistics
- Wavelet frequency domain approach for statistical modeling of rainfall time-series data
- Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
- Making inferences about past environmental change using smoothing in multiple time scales.
- The NPAIRS computational statistics framework for data analysis in neuroimaging
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Estimating stage occupation probabilities in non-Markov models
- scientific article; zbMATH DE number 7578252 (Why is no real title available?)
- A robustification of the chain-ladder method
- A bootstrap approach to test the conditional symmetry in time series models
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- On two-stage Monte Carlo tests of composite hypotheses
- Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model.
- A three-part regression calibration to handle excess zeroes, skewness and heteroscedasticity in adjusting for measurement error in dietary intake data
- Confidence intervals based on the deviance statistic for the hyperparameters in state space models
- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Fixed regressors in bootstrap regression
- Robust simultaneous confidence interval estimation of principal component loadings
- Using jackknife to correct bias of MLE for the truncated Pareto distribution
- Improved estimators for stress-strength reliability using record ranked set sampling scheme
- Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed
- Disease cases and their medical costs attributable to smoking: An analysis of the national medical expenditure survey.
- Information matrix estimation procedures for cognitive diagnostic models
- Pǿlya–Aeppli regression model for overdispersed count data
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Pairwise meta-rules for better meta-learning-based algorithm ranking
- Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
- Exponential inequality for chaos based on sampling without replacement
- Bootstrapping complex functions
- The step-stress tampered failure rate model under interval monitoring
- The BARISTA: a model for bid arrivals in online auctions
- On bootstrap and analytical bias corrections
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Estimating the density of a conditional expectation
- A weighted quantile regression for randomly truncated data
- Comparative study of ROC regression techniques -- applications for the computer-aided diagnostic system in breast cancer detection
- Intelligent choice of the number of clusters in K-means clustering: an experimental study with different cluster spreads
- Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data
- Combining estimators to improve structural model estimation and inference under quadratic loss
- Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks
- Fast approximately balanced bootstrap without construction
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
- Identification of nonlinear VAR models using general conditional independence graphs
- Exact inference for progressively type-I censored exponential failure data
- A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
- On the permutation test in canonical correlation analysis
- Estimating probabilities under the three-parameter gamma distribution using composite sampling
- Hidden Markov models with binary dependence
- A smoothed bootstrap test for independence based on mutual information
- A simulation study comparing methods for calculating confidence intervals for directly standardized rates
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
- An empirical study of PLAD regression using the bootstrap
- A new long-term survival model with interval-censored data
- Statistical quality assessment of Ising-based annealer outputs
- Quadrature squeezing and temperature estimation from the Fock distribution
- An improved minimum-distance texture estimator for speckled data under the \(\mathscr{G}^0\) model
- New Edgeworth-type expansions with finite sample guarantees
- A new approach to estimate correlation coefficients in the presence of censoring and proportional hazards
- Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)
- Jointly type-II censored Lindley distributions
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