Pages that link to "Item:Q3759715"
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The following pages link to Better Bootstrap Confidence Intervals (Q3759715):
Displaying 50 items.
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling (Q142180) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Quantifying spread in three-dimensional rotation data: comparison of nonparametric and parametric techniques (Q268366) (← links)
- High-dimensional inference on covariance structures via the extended cross-data-matrix methodology (Q311815) (← links)
- Correlation tests for high-dimensional data using extended cross-data-matrix methodology (Q391612) (← links)
- A direct bootstrapping technique and its application to a novel goodness of fit test (Q413764) (← links)
- Selection of the number of clusters via the bootstrap method (Q425631) (← links)
- Confidence interval construction for disease prevalence based on partial validation series (Q433220) (← links)
- Fiducial inference under nonparametric situations (Q449358) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Non-parametric confidence intervals for covariance and correlation (Q483495) (← links)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons (Q484601) (← links)
- Auxiliary parameter MCMC for exponential random graph models (Q523252) (← links)
- Exact inference for progressively type-I censored exponential failure data (Q537528) (← links)
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy (Q609712) (← links)
- A bootstrap-based aggregate classifier for model-based clustering (Q626243) (← links)
- Comparison on five estimation approaches of intensity for a queueing system with short run (Q638038) (← links)
- Estimating second order characteristics of point processes with known independent noise (Q746278) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- Bootstrap estimation of the asymptotic variances of statistical functionals (Q756330) (← links)
- Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) (Q820203) (← links)
- Jackknife empirical likelihood inference for the Pietra ratio (Q830559) (← links)
- Identifying the interacting positions of a protein using Boolean learning and support vector machines (Q849527) (← links)
- Confidence intervals of mean response time for an M/G/1 queueing system: bootstrap simulation (Q850257) (← links)
- Mean response time for a \(G/G/1\) queueing system: simulated computation (Q876660) (← links)
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics (Q894780) (← links)
- Meta-analysis of diagnostic accuracy and ROC curves with covariate adjusted semiparametric mixtures (Q906055) (← links)
- Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under type-II censoring (Q951084) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data (Q961702) (← links)
- Conditional confidence intervals for classification error rate (Q961938) (← links)
- An empirical study of PLAD regression using the bootstrap (Q964609) (← links)
- Hybrid bootstrap for mapping quantitative trait loci (Q984019) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989 (Q1000357) (← links)
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data (Q1018618) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Bootstrap confidence intervals for principal response curves (Q1023511) (← links)
- Bootstrap confidence intervals in mixtures of discrete distributions (Q1031745) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- Uses and abuses of statistical simulation (Q1104027) (← links)
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (Q1122900) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- Accurate and efficient double-bootstrap confidence limit method (Q1186055) (← links)
- Estimating recorder points and other management science applications by bootstrap procedure (Q1197937) (← links)
- Qualms about \(BC_ a\) bootstrap confidence intervals (Q1199873) (← links)
- Bootstrap variance estimators with truncation (Q1200740) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Application of special reduction procedures to meteorological data (Q1315232) (← links)
- Some improvements for bootstrapping regression estimators under first- order serial correlation (Q1318525) (← links)
