Pages that link to "Item:Q987994"
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The following pages link to Inconsistency of bootstrap: the Grenander estimator (Q987994):
Displaying 50 items.
- A general approach to categorizing a continuous scale according to an ordinal outcome (Q256464) (← links)
- Semiparametric binary regression models under shape constraints with an application to Indian schooling data (Q302104) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure (Q450019) (← links)
- A Kiefer-Wolfowitz type of result in a general setting, with an application to smooth monotone estimation (Q485907) (← links)
- The signed-rank estimator for nonlinear regression with responses missing at random (Q491405) (← links)
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference (Q494390) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Change-point in stochastic design regression and the bootstrap (Q638805) (← links)
- The limit distribution of the \(L_{\infty}\)-error of Grenander-type estimators (Q693739) (← links)
- Misclassification of current status data (Q746032) (← links)
- Nonparametric confidence intervals for monotone functions (Q888502) (← links)
- Streaming motion in Leo I (Q1018602) (← links)
- Computing confidence intervals for log-concave densities (Q1623498) (← links)
- Model based bootstrap methods for interval censored data (Q1623733) (← links)
- The distance between a naive cumulative estimator and its least concave majorant (Q1643749) (← links)
- A consistent bootstrap procedure for the maximum score estimator (Q1644259) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Some developments in the theory of shape constrained inference (Q1730897) (← links)
- Limit theory in monotone function estimation (Q1730902) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- Bootstrap confidence intervals for isotonic estimators in a stereological problem (Q1932227) (← links)
- The linear stochastic order and directed inference for multivariate ordered distributions (Q1952440) (← links)
- Limit distribution theory for block estimators in multiple isotonic regression (Q1996768) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Nonparametric estimation of time-to-event distribution based on recall data in observational studies (Q2013301) (← links)
- Coverage of credible intervals in nonparametric monotone regression (Q2039800) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- Confidence intervals for multiple isotonic regression and other monotone models (Q2054474) (← links)
- Optimal linear discriminators for the discrete choice model in growing dimensions (Q2073710) (← links)
- Rates and coverage for monotone densities using projection-posterior (Q2137008) (← links)
- A unified study of nonparametric inference for monotone functions (Q2196204) (← links)
- Bayesian inference for generalized linear model with linear inequality constraints (Q2242154) (← links)
- Empirical priors and posterior concentration rates for a monotone density (Q2300097) (← links)
- Hypothesis testing of the \(Q\)-matrix (Q2318815) (← links)
- Quantile regression approach to conditional mode estimation (Q2326053) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Current status linear regression (Q2413595) (← links)
- An active set algorithm to estimate parameters in generalized linear models with ordered predictors (Q2445594) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- Testing equality of functions under monotonicity constraints (Q2863060) (← links)
- THE BOOTSTRAP IN THRESHOLD REGRESSION (Q3191834) (← links)
- Confidence Intervals for the Current Status Model (Q4637095) (← links)
- Small area semiparametric additive monotone models (Q4970971) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
- Nonparametric inference under a monotone hazard ratio order (Q5979916) (← links)
- Smooth estimation of a monotone hazard and a monotone density under random censoring (Q6064126) (← links)
