The following pages link to (Q4203245):
Displaying 32 items.
- Selection of the number of clusters via the bootstrap method (Q425631) (← links)
- Sufficient jackknife-after-bootstrap method for detection of influential observations in linear regression models (Q465626) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Standard errors for bagged and random forest estimators (Q961193) (← links)
- Structural equation modeling with near singular covariance matrices (Q1023844) (← links)
- On robustness properties of bootstrap approximations (Q1314490) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- An outlier nomination method based on the multihalver. (Q1429882) (← links)
- Bootstrap confidence intervals. With comments and a rejoinder by the authors (Q1596105) (← links)
- Improved confidence interval estimation for oscillometric blood pressure measurement by combining bootstrap-after-jackknife function with non-Gaussian models (Q1717902) (← links)
- John W. Tukey (1915--2000): His life and professional contributions (Q1873606) (← links)
- Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics (Q1881418) (← links)
- Bayesian inference and the parametric bootstrap (Q1940031) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Batch mode active learning framework and its application on valuing large variable annuity portfolios (Q2038226) (← links)
- Robust prediction interval estimation for Gaussian processes by cross-validation method (Q2101380) (← links)
- Estimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer data (Q2195664) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Stabilizing bootstrap‐<i>t</i> confidence intervals for small samples (Q4527894) (← links)
- Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
- Non-nested model selection based on the quantiles and it’s application in time series (Q5022777) (← links)
- On PRESS and deletion bootstraps in linear regression (Q5055212) (← links)
- Jackknife resample method for precision estimation of weighted total least squares (Q5082607) (← links)
- Jackknife method for the location of gross errors in weighted total least squares (Q5082944) (← links)
- Machine learning and design of experiments with an application to product innovation in the chemical industry (Q5093046) (← links)
- Robust BCa–JaB method as a diagnostic tool for linear regression models (Q5128665) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Random Forest Prediction Intervals (Q5869307) (← links)
- Assessing the error in bootstrap estimates with dependent data (Q5936983) (← links)
