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Bootstrap approximations in model checks for binary data
Dikta, Gerhard; Kvesic, Marsel; Schmidt, Christian - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 521-530
Persistent link: https://www.econbiz.de/10003334533
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On m out of n bootstrapping for nonstandard m-estimation with nuisance parameters
Lee, Stephen M. S.; Pun, M. C. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1185-1197
Persistent link: https://www.econbiz.de/10003375960
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Principal components analysis based on multivariate MM estimators with fast and robust bootstrap
Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1198-1211
Persistent link: https://www.econbiz.de/10003375965
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Empirical likelihood inference in nonlinear errors-in-covariables models with validation data
Stute, Winfried; Xue, Liugen; Zhu, Lixing - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 332-346
Persistent link: https://www.econbiz.de/10003431190
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Bootstrapping Lasso estimators
Chatterjee, Arindam; Lahiri, Soumendra Nath - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 608-625
Persistent link: https://www.econbiz.de/10009267580
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A thinned block bootstrap variance estimation procedure for inhomogeneous spatial point patterns
Guan, Yongtao; Loh, Ji Meng - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1377-1386
Persistent link: https://www.econbiz.de/10003626007
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Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10002929370
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Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
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Using the bootstrap to select one of a new class of dimension reduction methods
Ye, Zhishen; Weiss, Robert E. - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 968-979
Persistent link: https://www.econbiz.de/10001975428
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Generalized poststratification and importance sampling for subsampled Markov chain Monte Carlo estimation
Guha, Subharup; MacEachern, Steven N. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1175-1184
Persistent link: https://www.econbiz.de/10003375956