Pages that link to "Item:Q1087272"

The following pages link to On the number of bootstrap simulations required to construct a confidence interval (Q1087272):

Displaying 41 items.

• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• Estimation and inference in two-stage, semi-parametric models of production processes (Q278233) (← links)
• Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration (Q451370) (← links)
• Exploring the efficiency and effectiveness in global e-retailing companies (Q632682) (← links)
• Reiterative robust adaptive thresholding for nonhomogeneity detection in non-Gaussian noise (Q939628) (← links)
• Financial crashes as endogenous jumps: estimation, testing and forecasting (Q956492) (← links)
• Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
• Conditional confidence intervals for classification error rate (Q961938) (← links)
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples (Q1020650) (← links)
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties (Q1020737) (← links)
• Benchmarking the operating efficiency of Asia container ports (Q1046079) (← links)
• Performance of balanced bootstrap resampling in distribution function and quantile problems (Q1118246) (← links)
• Accurate and efficient double-bootstrap confidence limit method (Q1186055) (← links)
• Simultaneous prediction regions (Q1203348) (← links)
• Confidence intervals for the slope of a regression line when the error term has nonconstant variance (Q1351096) (← links)
• Mass volume curves and anomaly ranking (Q1786577) (← links)
• Nonparametric comparison of mean directions or mean axes (Q1807082) (← links)
• Bootstrapping nonparametric density estimators with empirically chosen bandwidths. (Q1848913) (← links)
• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
• Bootstrap confidence intervals for correlation between continuous repeated measures (Q2066704) (← links)
• Nonparametric confidence regions for the central orientation of random rotations (Q2256751) (← links)
• Ordered inference using observed confidence levels (Q2445590) (← links)
• Pairwise comparisons of trimmed means for two or more groups (Q2511842) (← links)
• High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
• Validation of Nonparametric Two-sample Bootstrap in ROC Analysis on Large Datasets (Q2816699) (← links)
• Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference (Q3486675) (← links)
• Efficient bootstrap methods: A review (Q3598351) (← links)
• Tests of hypotheses about regression parameters when using a robust estimator (Q4269493) (← links)
• Sensitivity measures,anova-like Techniques and the use of bootstrap (Q4347023) (← links)
• A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic (Q4803404) (← links)
• Bootstrap confidence intervals for industrial recurrent event data (Q4904327) (← links)
• Monte Carlo studies of bootstrap variability in ROC analysis with data dependency (Q5086150) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Bootstrap-assisted tests of symmetry for dependent data (Q5107386) (← links)
• A coverage probability of bootstrap-t confidence interval for the variance (Q5161722) (← links)
• Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
• Bootstrap Variability Studies in ROC Analysis on Large Datasets (Q5417914) (← links)
• Incomplete Generalized <i>U</i>‐Statistics for Food Risk Assessment (Q5473208) (← links)
• Evaluation of a three-step method for choosing the number of bootstrap repetitions (Q5939177) (← links)
• Introduction to the bootstrap world (Q5965015) (← links)
• 2-step gradient boosting approach to selectivity bias correction in tax audit: an application to the VAT gap in Italy (Q6163506) (← links)