The following pages link to (Q3825949):
Displaying 28 items.
- Conditional confidence intervals for classification error rate (Q961938) (← links)
- A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (Q1122900) (← 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)
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance (Q1351096) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- Bootstrapping generalized linear models (Q1896054) (← links)
- Application of the bootstrap methods in factor analysis (Q1901373) (← links)
- Constrained-realization Monte-Carlo method for hypothesis testing (Q1917975) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Parameter uncertainty in biochemical models described by ordinary differential equations (Q2437736) (← links)
- The impact of a sustainability constraint on the mean-tracking error efficient frontier (Q2439797) (← links)
- Nonparametric Benchmark Dose Estimation with Continuous Dose‐Response Data (Q2949872) (← links)
- Empirical bayesInterval estimates: An application to geographical epidemiology (Q3598286) (← links)
- A Transformation for the Analysis of Unimodal Hazard Rate Lifetimes Data (Q4555210) (← links)
- Finding confidence bound using two-stage data (Q5160236) (← links)
- Iterated bootstrap procedure in individual bioequivalence (Q5865834) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)
- Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Distributions and bootstrap for data-based stochastic programming (Q6538818) (← links)
- An alternative derivation of weak convergence concerning quasi-likelihood estimation with a small-sample correction for simultaneous testing (Q6564307) (← links)
- Estimating latent linear correlations from fuzzy frequency tables (Q6617377) (← links)
- Modeling sign concordance of quantile regression residuals with multiple outcomes (Q6636209) (← links)
- Overlapping batch confidence intervals on statistical functionals constructed from time series: application to quantiles, optimization, and estimation (Q6639393) (← links)
- A conformal test of linear models via permutation-augmented regressions (Q6656611) (← links)
- An adaptively resized parametric bootstrap for inference in high-dimensional generalized linear models (Q6671909) (← links)
