Pages that link to "Item:Q1899234"
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The following pages link to Double bootstrap for shrinkage estimators (Q1899234):
Displaying 8 items.
- Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion (Q451499) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Computationally efficient double bootstrap variance estimation (Q1575205) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Penalized Partial Likelihood Regression for Right-Censored Data with Bootstrap Selection of the Penalty Parameter (Q3079024) (← links)
- New shrinkage-type estimators in a linear regression model when multicollinearity is severe (Q5169770) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
