Pages that link to "Item:Q1257747"

The following pages link to Bootstrap methods: another look at the jackknife (Q1257747):

Displaying 50 items.

• Bootstrapping INAR models (Q61791) (← links)
• A joint quantile and expected shortfall regression framework (Q62993) (← links)
• Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
• Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
• Predictive inference with the jackknife+ (Q100525) (← links)
• Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
• A new universal resample-stable bootstrap-based stopping criterion for PLS component construction (Q123736) (← links)
• A survey of bootstrap methods in finite population sampling (Q124127) (← links)
• Simple measures of uncertainty for model selection (Q127484) (← links)
• Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates (Q140311) (← links)
• (Un)Conditional Sample Generation Based on Distribution Element Trees (Q144213) (← links)
• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Testing for structural change in regression with long memory processes (Q265120) (← links)
• On the added value of bootstrap analysis for \(K\)-means clustering (Q269548) (← links)
• Variational inference for count response semiparametric regression (Q273653) (← links)
• Resampling methods in econometrics (Q275241) (← links)
• Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
• Weighted composite quantile regression for single-index models (Q276965) (← links)
• A statistical method for geometry inspection from point clouds (Q279598) (← links)
• On statistical bounds of heuristic solutions to location problems (Q281793) (← links)
• Nonparametric modal regression (Q282442) (← links)
• Multivariate and multiple permutation tests (Q284300) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
• Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
• Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
• Bias-corrected maximum likelihood estimation of the parameters of the complex Bingham distribution (Q318968) (← links)
• Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination (Q320831) (← links)
• Hidden Markov model for municipal waste generation forecasting under uncertainties (Q322532) (← links)
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
• On the robustness of regularized pairwise learning methods based on kernels (Q325147) (← links)
• The mathematical work of Evarist Giné (Q335631) (← links)
• Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
• A novel similarity measure based on eigenvalue distribution (Q336004) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
• Heuristic approaches for the multiperiod location-transportation problem with reuse of vehicles in emergency logistics (Q342321) (← links)
• Stable multi-label boosting for image annotation with structural feature selection (Q351013) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Bootstrap kernel estimator of mean residual life function (Q354848) (← links)
• Exact and asymptotically robust permutation tests (Q355084) (← links)
• One sample goodness of fit tests in presence of shape restrictions on the hazard rate function (Q356486) (← links)
• Nonlinear methods of statistic simulation of virtual parameter values for investigating uncertainties in orbits determined from observations (Q362707) (← links)