Pages that link to "Item:Q3940658"
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The following pages link to Nonparametric standard errors and confidence intervals (Q3940658):
Displayed 50 items.
- Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
- Fiducial inference under nonparametric situations (Q449358) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Maximum weighted likelihood for discrete choice models with a dependently censored covariate (Q508101) (← links)
- Empirical likelihood method for quantiles with response data missing at random (Q511170) (← links)
- Subsampling methods for genomic inference (Q542926) (← links)
- Alternative interval estimation for parameters of bivariate exponential model with time varying covariate (Q626241) (← links)
- A GLM approach to step-stress accelerated life testing with interval censoring (Q665030) (← links)
- Efficient M-estimators with auxiliary information (Q989257) (← links)
- Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory (Q990897) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
- Sample size determination for production yield estimation with multiple independent process characteristics (Q1041943) (← links)
- Random weighting method for Cox's proportional hazards model (Q1042764) (← links)
- Wiener processes with random effects for degradation data (Q1049539) (← 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)
- Qualms about \(BC_ a\) bootstrap confidence intervals (Q1199873) (← links)
- Statistical decisions under nonparametric a priori information (Q1330610) (← links)
- Nonparametric estimation of component distributions in a multivariate mixture (Q1394763) (← links)
- Confidence interval estimation of overlap: equal means case. (Q1583061) (← links)
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio (Q1695516) (← links)
- Recent progress in the nonparametric estimation of monotone curves -- with applications to bioassay and environmental risk assessment (Q1800062) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Blockwise empirical Cressie--Read test statistics for \(\alpha\)-mixing processes. (Q1871234) (← links)
- Global tilting method (Q1922243) (← links)
- Exponential empirical likelihood is not Bartlett correctable (Q1922411) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- A robust and efficient algorithm to find profile likelihood confidence intervals (Q2058761) (← links)
- The designed bootstrap for causal inference in big observational data (Q2063871) (← links)
- Mutual information for explainable deep learning of multiscale systems (Q2132642) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Confidence intervals for seroprevalence (Q2163068) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- Parameter uncertainty in biochemical models described by ordinary differential equations (Q2437736) (← links)
- Asymptotics for a population size estimator of a partially uncatchable population (Q2457976) (← links)
- Output-weighted and relative entropy loss functions for deep learning precursors of extreme events (Q2677801) (← links)
- The direct integral method for confidence intervals for the ratio of two location parameters (Q2803491) (← links)
- Level-specific correction for nonparametric likelihoods (Q2934385) (← links)
- Real-time reliability evaluation of two-phase Wiener degradation process (Q2980052) (← links)
- Aspects of two group concordance (Q3028108) (← links)
- A semiparametric estimator of the bivariate distribution function for censored gap times (Q3084186) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- Better nonparametric bootstrap confidence intervals for the correlation coefficient (Q3350507) (← links)
- Bootstrap approach for supplier selection based on production yield (Q3532790) (← links)