Pages that link to "Item:Q3971655"
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The following pages link to On Bootstrap Iteration for Coverage Correction in Confidence Intervals (Q3971655):
Displayed 15 items.
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Bootstrap confidence bands for shrinkage estimators (Q1305664) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- A discrete model for bootstrap iteration (Q1676370) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- Nonparametric predictive inference bootstrap with application to reproducibility of the two-sample Kolmogorov-Smirnov test (Q2176434) (← links)
- Higher-order accuracy of multiscale-double bootstrap for testing regions (Q2252895) (← links)
- Confidence intervals for median survival time with recurrent event data (Q2445576) (← links)
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data (Q3389622) (← links)
- Bias Reduction for Linearized Nonlinear Regression Models by Simulation Estimations (Q4674250) (← links)
- Iterated bootstrap procedure in individual bioequivalence (Q5865834) (← links)
- Bandwidth selection for the smoothed bootstrap percentile method. (Q5941109) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)