The following pages link to Bootstrapping regression models (Q1147467):
Displayed 50 items.
- Bootstrapping in multiplicative models (Q583819) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Bootstrap approximation of nearest neighbor regression function estimates (Q756890) (← links)
- Comparison of error distributions in nonparametric regression (Q871023) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- Bootstrapping estimation for estimating relative potency in combinations of bioassays (Q1020123) (← links)
- On resampling techniques for regression models (Q1079903) (← links)
- Consistent nonparametric multiple regression: the fixed design case (Q1098517) (← links)
- Estimating the variability of the Stein estimator by bootstrap (Q1184759) (← links)
- Residuals density estimation in nonparametric regression (Q1198997) (← links)
- Some bootstrap methods in nonlinear mixed-effect models (Q1298956) (← links)
- Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- Some finite sample theory for bootstrap regression estimates (Q1345573) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- A resampling method for regression models with serially correlated errors (Q1391331) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Estimating the \(p\)-values of robust tests for the linear model (Q1765768) (← links)
- Analyzing bagging (Q1848962) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstrapping generalized linear models (Q1896054) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- A better way to bootstrap pairs. (Q1960564) (← links)
- On regression adjustments to experimental data (Q2474254) (← links)
- On multivariate smoothed bootstrap consistency (Q2480034) (← links)
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133) (← links)
- Bootstrapping MM-estimators for linear regression with fixed designs (Q2494886) (← links)
- Some asymptotic behaviour of the bootstrap estimates on a finite sample (Q3034686) (← links)
- Some conditions on the design of a regression model (Q3135625) (← links)
- Jackknifing and bootstrapping quasi–likelihood estimators (Q3350558) (← links)
- The relative performances of improved ridge estimators and an empirical bayes estimator: some monte carlo results (Q3352275) (← links)
- Bootstrapping logistic regression models with random regressors (Q3352281) (← links)
- Bootstrap of the linear correlation model (Q3357323) (← links)
- Selection of Predictors in Distance-Based Regression (Q3447065) (← links)
- Testing upper and lower outlier paris in gamma samples (Q3471363) (← links)
- Bootstrapping in least absolute value regression: an application to hypothesis testing (Q3471506) (← links)
- A simulation study of bias in estimation of variance by bootstrap linear regression model (Q3471508) (← links)
- -Chart with runs and variable sampling intervals (Q3471583) (← links)
- ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL (Q3497077) (← links)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977) (← links)
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
- Bootstrapping robust regression (Q3673863) (← links)
- A note on the bootstrap procedure for testing linear hypotheses (Q3798029) (← links)
- A distribution free method of detecting outliers in regression (Q3804003) (← links)
- Bootstrap variance and bias estimation in linear models (Q3822991) (← links)