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To how many simultaneous hypothesis test can normal, student's t or bootstrap calibration be applied?
Fan, Jianqing; Hall, Peter; Yao, Qiwei - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1282-1288
Persistent link: https://www.econbiz.de/10003625873
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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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Pivotal bootstrap methods for k-sample problems in directional statistics and shape analysis
Amaral, G. J. A.; Dryden, Ian L.; Wood, Andrew T. A. - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 695-707
Persistent link: https://www.econbiz.de/10003490481
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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 direct bootstrap method for complex sampling designs from a finite population
Antal, Erika; Tillé, Yves - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 534-543
Persistent link: https://www.econbiz.de/10009267707
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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