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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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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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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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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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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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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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Semiparametric estimation of multivariate fractional cointegration
Chen, Willa W.; Hurwich, Clifford M. - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 629-642
Persistent link: https://www.econbiz.de/10001828526
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Smooth design-adapted wavelets for nonparametric stochastic regression
Delouille, V.; Simoens, J.; Sachs, R. von - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 643-658
Persistent link: https://www.econbiz.de/10002241660
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Estimation of poisson intensity in the presence of dead time
He, Shuyuan; Yang, Grace Lo; Fang, Kaitai; Widmann, John F. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 669-679
Persistent link: https://www.econbiz.de/10002932525