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  • Search: subject:"Numerical derivatives"
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Year of publication
Subject
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numerical derivatives 4 U-statistics 3 bootstrap 3 inference 3 Bootstrap approach 2 Bootstrap-Verfahren 2 Derivat 2 Derivative 2 Estimation theory 2 Schätztheorie 2 (English) Complete prevalence 1 Cancer registries 1 Estimation 1 Factor analysis 1 Incidence 1 Numerical derivatives 1 SEER*Stat software 1 SEER*Stat software (Italiano) Complete prevalence 1 Schätzung 1 Survival 1 oblique rotation 1 orthogonal rotation 1
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Online availability
All
Free 3 Undetermined 2
Type of publication
All
Book / Working Paper 3 Article 2
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3 Undetermined 2
Author
All
Honoré, Bo E. 3 Hu, Luojia 3 Gigli, Anna 1 Jennrich, Robert 1
Institution
All
Istituto di Ricerca sulla Popolazione e le Politiche Sociali (IRPPS), Consiglio Nazionale delle Ricerche 1
Published in...
All
IRPPS Working Papers 1 Psychometrika 1 The econometrics journal 1 Working Paper 1 Working papers / Federal Reserve Bank of Chicago 1
Source
All
ECONIS (ZBW) 2 RePEc 2 EconStor 1
Showing 1 - 5 of 5
Cover Image
Simpler bootstrap estimation of the asymptotic variance of U-statistic based estimators
Honoré, Bo E.; Hu, Luojia - 2015
The bootstrap is a popular and useful tool for estimating the asymptotic variance of complicated estimators. Ironically, the fact that the estimators are complicated can make the standard bootstrap computationally burdensome because it requires repeated re-calculation of the estimator. In...
Persistent link: https://www.econbiz.de/10011460687
Saved in:
Cover Image
Simpler bootstrap estimation of the asymptotic variance of U-statistic based estimators
Honoré, Bo E.; Hu, Luojia - 2015
The bootstrap is a popular and useful tool for estimating the asymptotic variance of complicated estimators. Ironically, the fact that the estimators are complicated can make the standard bootstrap computationally burdensome because it requires repeated re-calculation of the estimator. In...
Persistent link: https://www.econbiz.de/10011312274
Saved in:
Cover Image
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.; Hu, Luojia - In: The econometrics journal 21 (2018) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
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(English) Numerical estimation of the variance of the completeness index applied to cancer data (Italiano) Numerical estimation of the variance of the completeness index applied to cancer data
Gigli, Anna - Istituto di Ricerca sulla Popolazione e le Politiche … - 2007
(English) Cancer prevalence is the proportion of people in a population diagnosed with cancer in the past and still alive. One way to estimate prevalence is via population-based registries, where data on diagnosis and life status of all incident cases occurring in the covered population are...
Persistent link: https://www.econbiz.de/10010775565
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Derivative free gradient projection algorithms for rotation
Jennrich, Robert - In: Psychometrika 69 (2004) 3, pp. 475-480
Persistent link: https://www.econbiz.de/10005156275
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