bootstrap

swMATH19105CRANbootstrapMaRDI QIDQ30935FDOQ30935

Functions for the Book "An Introduction to the Bootstrap"

S Original

Last update: 17 June 2019

Copyright license: 3-clause BSD License, File License

Software version identifier: 2019.6

Source code repository: https://github.com/cran/bootstrap

Cited In (only showing first 100 items - show all)

• Information matrix estimation procedures for cognitive diagnostic models
• Estimating generalized semiparametric additive models using parameter cascading
• Performing hypothesis tests on the shape of functional data
• Tests for regression models with heteroskedasticity of unknown form
• 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
• 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
• A new long-term survival model with interval-censored data
• Tests of ignoring and eliminating in nonsymmetric correspondence analysis
• Constrained multilevel latent class models for the analysis of three-way three-mode binary data
• Model selection for the trend vector model
• On the added value of bootstrap analysis for \(K\)-means clustering
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• Accounting for roughness of circular processes: using Gaussian random processes to model the anisotropic spread of airborne plant disease
• Degradation modeling applied to residual lifetime prediction using functional data analysis
• Using specially designed exponential families for density estimation
• An empirical likelihood approach to quantile regression with auxiliary information
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
• Bootstrap variants of the Akaike information criterion for mixed model selection
• Constrained optimization in expensive simulation: novel approach
• Ensembling neural networks: Many could be better than all
• Estimation and inference in two-stage, semi-parametric models of production processes
• An econometric analysis of asymmetric volatility: theory and application to patents
• Kriging metamodeling in simulation: a review
• Bootstrap prediction intervals for autoregressive time series
• A new model of income distribution: the \(\kappa \)-generalized distribution
• Estimating and bootstrapping Malmquist indices
• Multilevel hybrid split-step implicit tau-leap
• Tests of mutual or serial independence of random vectors with applications
• Exponentially tilted empirical distribution function for ranked set samples
• Testing for spurious and cointegrated regressions: A wavelet approach
• Confidence intervals for survival quantiles in the Cox regression model
• Assessing model mimicry using the parametric bootstrap.
• Efficiency of financial institutions: International survey and directions for future research
• Saddlepoint approximation for semi-Markov processes with application to a cardiovascular randomised study
• Maximum likelihood inference for the multivariate \(t\) mixture model
• Likelihood and Bayesian estimation of \(\mathrm{Pr}(X \leq Y)\) using lower record values from the generalized exponential distribution
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Relative Density-Ratio Estimation for Robust Distribution Comparison
• Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean
• Variable selection for survival data with a class of adaptive elastic net techniques
• On the empirical scaling of run-time for finding optimal solutions to the travelling salesman problem
• Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks
• Inferential methods for elasticity estimates
• The resampling of entropies with the application of biodiversity
• Selection of the number of clusters via the bootstrap method
• Least squares estimation of a linear regression model with LR fuzzy response
• A linear regression model for imprecise response
• Subsampling for heteroskedastic time series
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Data dimensionality estimation methods: A survey.
• Fundamentals of quantum information theory
• Agreement between two independent groups of raters
• An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models
• Interval estimates for epidemic thresholds in two-sex network models
• Likelihood-based inference for stochastic models of sexual network formation
• Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
• Entropy and predictability of stock market returns.
• How accurate are confidence intervals for impulse responses in large VAR models?
• On confidence intervals for semiparametric expectile regression
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
• Nonparametric tail estimation using a double bootstrap method.
• The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
• The jackknife estimate of variance of a Kaplan-Meier integral
• Structural equation modeling with heavy tailed distributions
• Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
• Simple resampling methods for censored regression quantiles
• Bootstraps for time series
• Canonical correlation analysis based on information theory
• Models as approximations. II. A model-free theory of parametric regression
• The BLUPs are not best when it comes to bootstrapping
• A taxonomy of latent structure assumptions for probability matrix decomposition models
• The order-restricted association model: two estimation algorithms and issues in testing
• Approximate bias correction in econometrics
• Non-parametric tests of returns to scale
• The performance of stochastic dynamic and fixed mix portfolio models
• Dynamic pricing of electricity in retail markets
• Testing procedures for detection of linear dependencies in efficiency models
• Wiener processes with random effects for degradation data
• Self-normalized Cramér-type large deviations for independent random variables.
• Model-free model-fitting and predictive distributions
• Granger causality
• Goodness-of-fit tests for the Cox model via bootstrap method
• Analysis of lognormal survival data
• Statistical inference for DEA estimators of directional distances
• Density-difference estimation
• A methodology for fitting and validating metamodels in simulation
• The local bootstrap for Markov processes
• Market share analysis using semi-parametric attraction models
• Using labeled data to evaluate change detectors in a multivariate streaming environment
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• Sensitivity analysis of efficiency and Malmquist productivity indices: an application to Spanish savings banks
• Bayesian nonparametric model selection and model testing
• Circular codes revisited: a statistical approach
• A sampling formula for ecological communities with multiple dispersal syndromes
• Marginal regression analysis of clustered failure time data with a cure fraction
• A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics

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