The following pages link to (Q4370586):
Displaying 50 items.
- bootlib (Q56342) (← links)
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- A Novel Bootstrap Procedure for Assessing the Relationship between Class Size and Achievement (Q76346) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
- An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA (Q104155) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- A Framework for Random-Effects ROC Analysis: Biases with the Bootstrap and Other Variance Estimators (Q114169) (← links)
- Testing the equality of several gamma means: a parametric bootstrap method with applications (Q114744) (← links)
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Estimating summary functionals in multistate models with an application to hospital infection data (Q134949) (← links)
- The locally stationary dual-tree complex wavelet model (Q139946) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms (Q268387) (← links)
- On the added value of bootstrap analysis for \(K\)-means clustering (Q269548) (← links)
- Scan statistics for detecting a local change in variance for normal data with unknown population variance (Q273713) (← links)
- Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing (Q274160) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates (Q276984) (← links)
- Non-linear canonical correlation analysis using alpha-beta divergence (Q280460) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Manipulation of the running variable in the regression discontinuity design: a density test (Q291081) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Inferential methods for elasticity estimates (Q299475) (← links)
- Edgeworth expansions and normalizing transforms for inequality measures (Q302159) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Limit laws of the empirical Wasserstein distance: Gaussian distributions (Q311810) (← links)
- A nonparametric approach to measuring the sensitivity of an asset's return to the market (Q315467) (← links)
- Reminiscences, and some explorations about the bootstrap (Q335633) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- On generalized multinomial models and joint percentile estimation (Q393556) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- The polysurvival model with long-term survivors (Q424828) (← links)
- LASSO and shrinkage estimation in Weibull censored regression models (Q434515) (← links)
- Testing equality of correlation coefficients in two populations via permutation methods (Q434536) (← links)
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests (Q450004) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- Nonparametric bootstrap tests of conditional independence in two-way contingency tables (Q450866) (← links)
- Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data (Q478227) (← links)
- Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons (Q484601) (← links)
- Modeling Bromus diandrus seedling emergence using nonparametric estimation (Q484766) (← links)
- Resampling unbalanced ranked set samples with applications in testing hypothesis about the population mean (Q486146) (← links)
- On robust input design for nonlinear dynamical models (Q510130) (← links)
