Pages that link to "Item:Q3813062"
From MaRDI portal
The following pages link to Prepivoting to reduce level error of confidence sets (Q3813062):
Displayed 48 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Computational algorithms for double bootstrap confidence intervals (Q957216) (← links)
- Unusual properties of bootstrap confidence intervals in regression problems (Q1102055) (← links)
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (Q1122900) (← links)
- Bootstrap inversion of Edgeworth expansions for nonparametric confidence intervals (Q1122901) (← links)
- A new technique for postsample model selection and validation (Q1129270) (← links)
- Accurate and efficient double-bootstrap confidence limit method (Q1186055) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Using i.i.d. bootstrap inference for general non-i.i.d. models (Q1345547) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Computationally efficient double bootstrap variance estimation (Q1575205) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Iterated smoothed bootstrap confidence intervals for population quantiles (Q1781168) (← links)
- The problem of regions (Q1807154) (← links)
- Bootstrapping the mode (Q1825565) (← links)
- How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach (Q1867716) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Jackknife estimation of the bootstrap acceleration constant (Q1896124) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- Parametric bootstrapping with nuisance parameters (Q2483849) (← links)
- A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems (Q2488406) (← links)
- Simultaneous confidence sets and confidence intervals for multiple ratios (Q2495832) (← links)
- Almost-exact parametric bootstrap calculation via the saddlepoint approximation (Q2563665) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Large sample theory of intrinsic and extrinsic sample means on manifolds. II. (Q2569240) (← links)
- Double bootstrap estimation of variance under systematic sampling with probability proportional to size (Q3350468) (← links)
- Better nonparametric bootstrap confidence intervals for the correlation coefficient (Q3350507) (← links)
- Bootstrapping the latent roots of certain random matrices (Q3471468) (← links)
- Resampling estimation when observations are m–dependent (Q3473118) (← links)
- Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference (Q3486675) (← links)
- On characteristic function-based bootstrap tests (Q3598243) (← links)
- Efficient bootstrap methods: A review (Q3598351) (← links)
- Iterated Bootstrap‐<i>t</i> Confidence Intervals for Density Functions (Q3608269) (← links)
- Comparing Biweight Measures of Location in the Two-Sample Problem (Q4019127) (← links)
- A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013) (← links)
- Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
- Estimation in the simple linear regression model when there is heteroscedasticity of unknown form (Q4337195) (← links)
- The estimating function bootstrap (Q4527893) (← links)
- Comparison of Exact and Resampling Based Multiple Testing Procedures (Q4707018) (← links)
- The automatic percentile method: Accurate confidence limits in parametric models (Q4729165) (← links)
- Improved bootstrap confidence intervals in certain toxicological experiments (Q4843894) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Estimation of Balanced Simultaneous Confidence Sets for SIR Models (Q5481749) (← links)