Pages that link to "Item:Q1128548"
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The following pages link to On bootstrap and analytical bias corrections (Q1128548):
Displaying 10 items.
- Higher-order approximate confidence intervals (Q830725) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints (Q1931811) (← links)
- Improved maximum-likelihood estimation in a regression model with general parametrization (Q3087832) (← links)
- Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models (Q3396352) (← links)
- Improved maximum likelihood estimators for the parameters of the Johnson <i>S<sub>B</sub></i> distribution (Q5086303) (← links)
- Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution (Q5160293) (← links)
- Improved point estimation for the Kumaraswamy distribution (Q5300727) (← links)
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution (Q5457922) (← links)
