Pages that link to "Item:Q3201344"
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The following pages link to Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families (Q3201344):
Displayed 19 items.
- Empirical likelihood in some semiparametric models (Q850746) (← links)
- Inference for identifiable parameters in partially identified econometric models (Q928912) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy (Q1039835) (← links)
- Variance stabilizing transformations, studentization and the bootstrap (Q1360975) (← links)
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates. (Q1434010) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Global tilting method (Q1922243) (← links)
- Exponential empirical likelihood is not Bartlett correctable (Q1922411) (← links)
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation (Q2482614) (← links)
- Empirical likelihood in a regression model with noised variables (Q2499094) (← links)
- Bartlett-type adjustments for empirical discrepancy test statistics (Q2581636) (← links)
- Regression analysis for long-term survival rate via empirical likelihood (Q3369534) (← links)
- On the relative accuracy of certain bootstrap procedures (Q4267405) (← links)
- The effectiveness of bootstrap methods in evaluating skewed auditing populations: a simulation study (Q4355607) (← links)
- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS (Q4678784) (← links)
- Block empirical likelihood for longitudinal partially linear regression models (Q5476452) (← links)
