Pages that link to "Item:Q5365670"

The following pages link to The bootstrap in hypothesis testing (Q5365670):

Displaying 17 items.

• On testing equality of pairwise rank correlations in a multivariate random vector (Q604373) (← links)
• A general bootstrap algorithm for hypothesis testing (Q645631) (← links)
• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
• Applications of hyperellipsoidal prediction regions (Q1785807) (← links)
• Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
• Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data (Q2477056) (← links)
• Tailor-made tests for goodness of fit to semiparametric hypotheses (Q2497179) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• Goodness of fit tests with interval censored data (Q4455946) (← links)
• Bootstrapping analogs of the two-sample hotelling’s <i>T</i>² test (Q4563531) (← links)
• Misspecification Testing in a Class of Conditional Distributional Models (Q4916949) (← links)
• Goodness-of-fit test based on information criterion for interval censored data (Q5875262) (← links)
• The impact of the bootstrap on statistical algorithms and theory (Q5965016) (← links)
• Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates (Q6580100) (← links)
• Statistical plasmode simulations-potentials, challenges and recommendations (Q6618472) (← links)
• Bootstrapping ARMA time series models after model selection (Q6641337) (← links)
• Testing for sufficient follow-up in censored survival data by using extremes (Q6649370) (← links)