R package bootstrap. bootstrap: Functions for the Book ”An Introduction to the Bootstrap”. Software (bootstrap, cross-validation, jackknife) and data for the book ”An Introduction to the Bootstrap” by B. Efron and R. Tibshirani, 1993, Chapman and Hall. This package is primarily provided for projects already based on it, and for support of the book. New projects should preferentially use the recommended package ”boot”.

References in zbMATH (referenced in 1067 articles , 1 standard article )

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  1. Calviño, Aida; Martín, Nirian; Pardo, Leandro: Robustness of minimum density power divergence estimators and Wald-type test statistics in loglinear models with multinomial sampling (2021)
  2. Catania, Leopoldo; Di Mari, Roberto: Hierarchical Markov-switching models for multivariate integer-valued time-series (2021)
  3. Neumann, André; Bodnar, Taras; Dickhaus, Thorsten: Estimating the proportion of true null hypotheses under dependency: a marginal bootstrap approach (2021)
  4. Ali, Mohsin; Shah, Syed Touqeer H.; Imran, Mudassar; Khan, Adnan: The role of asymptomatic class, quarantine and isolation in the transmission of COVID-19 (2020)
  5. Andres, Jan; Langer, Jiří; Matlach, Vladimír: Fractal-based analysis of sign language (2020)
  6. Bastani, Hamsa; Bayati, Mohsen: Online decision making with high-dimensional covariates (2020)
  7. Coolen, Frank P. A.; Himd, Sulafah Bin: Nonparametric predictive inference bootstrap with application to reproducibility of the two-sample Kolmogorov-Smirnov test (2020)
  8. Franco-Pereira, Alba M.; Martínez-Camblor, Pablo: Testing ageing notions through percentiles of the residual life (2020)
  9. García-Bárzana, Marta; Ramos-Guajardo, Ana Belén; Colubi, Ana; Kontoghiorghes, Erricos J.: Multiple linear regression models for random intervals: a set arithmetic approach (2020)
  10. García-Pola, Bernardo: Do people minimize regret in strategic situations? A level-(k) comparison (2020)
  11. García-Pola, Bernardo; Iriberri, Nagore; Kovářík, Jaromír: Non-equilibrium play in centipede games (2020)
  12. Hsiao, Hsiao-Fen; Huang, Jiang-Chuan; Lin, Zheng-Wei: Portfolio construction using bootstrapping neural networks: evidence from global stock market (2020)
  13. Hussain, M. Azhar; Siersbæk, Nikolaj; Østerdal, Lars Peter: Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach (2020)
  14. Kokonendji, Célestin C.; Touré, Aboubacar Y.; Sawadogo, Amadou: Relative variation indexes for multivariate continuous distributions on ([0,\infty)^k) and extensions (2020)
  15. Möstel, Linda; Pfeuffer, Marius; Fischer, Matthias: Statistical inference for Markov chains with applications to credit risk (2020)
  16. Rong, Guocai; Tang, Luwei; Luo, Wenting; Li, Qing; Deng, Lifeng: The adjustment of covariates in Cox’s model under case-cohort design (2020)
  17. Sadeghpour, Amineh; Salehi, Mahdi; Nezakati, Ahmad: Estimation of the stress-strength reliability using lower record ranked set sampling scheme under the generalized exponential distribution (2020)
  18. Shortreed, Susan M.; Moodie, Erica E. M.: Comment: Automated analyses: because we can, does it mean we should? (2020)
  19. Stepien, Tracy L.; Kostelich, Eric J.; Kuang, Yang: Mathematics + cancer: an undergraduate “bridge” course in applied mathematics (2020)
  20. Wang, Haixu; Cao, Jiguo: Estimating time-varying directed neural networks (2020)

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