Pages that link to "Item:Q1106593"
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The following pages link to On resampling methods for variance and bias estimation in linear models (Q1106593):
Displayed 7 items.
- A quadratic approximation for jackknife estimators of the variance of sample mean functions (Q1280034) (← links)
- An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- Consistency of least-squares estimator and its jackknife variance estimator in nonlinear models (Q4036391) (← links)
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)