The following pages link to G. Alastair Young (Q216417):
Displayed 50 items.
- Parametric bootstrap under model mis-specification (Q693253) (← links)
- Item:Q216417 (redirect page) (← links)
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics (Q894780) (← links)
- An invariance property of marginal density and tail probability approximations for smooth functions (Q1181113) (← links)
- On the effect of inliers on the spatial median (Q1372219) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author (Q1596076) (← links)
- Asymptotic iterated bootstrap confidence intervals (Q1906213) (← links)
- Better bootstrapping by constrained prepivoting (Q2002887) (← links)
- The formal relationship between analytic and bootstrap approaches to parametric inference (Q2411296) (← links)
- Parametric bootstrapping with nuisance parameters (Q2483849) (← links)
- The smoothed median and the bootstrap (Q2775644) (← links)
- ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE (Q2810367) (← links)
- Objective Bayes, conditional inference and the signed root likelihood ratio statistic (Q2913858) (← links)
- Bootstrap bias (Q3033117) (← links)
- Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families (Q3181917) (← links)
- (Q3378801) (← links)
- Variance Stabilization for a Scalar Parameter (Q3408536) (← links)
- Essentials of Statistical Inference (Q3566719) (← links)
- Objective Bayes and conditional inference in exponential families (Q3585409) (← links)
- A note on bootstrapping the correlation coefficient (Q3783373) (← links)
- The bootstrap: To smooth or not to smooth? (Q3800903) (← links)
- Fast and accurate approximate double bootstrap confidence intervals (Q4015834) (← links)
- Smoothing the Bootstrap (Q4019009) (← links)
- The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals (Q4237755) (← links)
- Nonparametric likelihood ratio confidence intervals (Q4238076) (← links)
- A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013) (← links)
- Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression (Q4292108) (← links)
- Analytical approximations to conditional distribution functions (Q4299457) (← links)
- (Q4363942) (← links)
- Prepivoting by weighted bootstrap iteration (Q4455419) (← links)
- The Bootstrap and Kriging Prediction Intervals (Q4455944) (← links)
- Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals (Q4505996) (← links)
- Principled Statistical Inference in Data Science (Q4553855) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- (Q4839376) (← links)
- (Q4839387) (← links)
- (Q4864288) (← links)
- (Q4864291) (← links)
- Block bootstrap optimality and empirical block selection for sample quantiles with dependent data (Q5022652) (← links)
- Bootstrapping the correlation coefficient: a comparison of smoothing strategies (Q5287294) (← links)
- Distribution of likelihood-based<i>p</i>-values under a local alternative hypothesis (Q5384399) (← links)
- (Q5468803) (← links)
- Essentials of Statistical Inference (Q5697478) (← links)
- On the effect of covariance function estimation on the accuracy of kriging predictors (Q5949612) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- A Simple Analysis of the Exact Probability Matching Prior in the Location-Scale Model (Q6039621) (← links)
- Empirical Bayes and selective inference (Q6149604) (← links)
- Splitting strategies for post-selection inference (Q6150621) (← links)
- (Q6195665) (← links)