The following pages link to The jackknife and bootstrap (Q1896567):
Displaying 50 items.
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- Stability (Q373542) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Designing neural networks for modeling biological data: a statistical perspective (Q395741) (← links)
- Jackknifed random weighting for Cox proportional hazards model (Q424323) (← links)
- \(K\)-sample tests for equality of variances of random fuzzy sets (Q433261) (← links)
- Finding local departures from a parametric model using nonparametric regression (Q451368) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons (Q484601) (← links)
- Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean (Q486146) (← links)
- Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships (Q557994) (← links)
- On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
- Kriging prediction intervals based on semiparametric bootstrap (Q616050) (← links)
- An asymptotics look at the generalized inference (Q618158) (← links)
- Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping (Q623062) (← links)
- Confidence intervals for quantile estimation using jackknife techniques (Q626236) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- A jackknife type approach to statistical model selection (Q643408) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) (Q714376) (← links)
- How reliable are standard indicators of stationarity? (Q732724) (← links)
- Quantile-based nonparametric inference for first-price auctions (Q738160) (← links)
- \(\mathrm{SU}(N)\) gauge theories at large \(N\) (Q740798) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Confidence intervals for the first crossing point of two hazard functions (Q745977) (← links)
- Testing equivalence of survival before but not after end of follow-up (Q825221) (← links)
- Two symmetric and computationally efficient Gini correlations (Q830309) (← links)
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse (Q830448) (← links)
- Balanced control of generalized error rates (Q847649) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- A bootstrap method for assessing the dimension of a general regression problem (Q871006) (← links)
- A graphical method for assessing multivariate normality (Q880901) (← links)
- Coupling methods for multistage sampling (Q892244) (← links)
- The choice of smoothing parameter in nonparametric regression through wild bootstrap (Q957029) (← links)
- PLS generalised linear regression (Q957073) (← links)
