Bootstrap estimation of the asymptotic variances of statistical functionals
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 42 (1990)
Issue (Month): 4 (December)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Jiménez Gamero, M. D. & Muñoz García, J. & Muñoz Reyes, A., 1998. "Bootstrapping statistical functionals," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 229-236, August.
- Casey Quinn, 2005. "Generalisable regression methods for costeffectiveness using copulas," Health, Econometrics and Data Group (HEDG) Working Papers 05/13, HEDG, c/o Department of Economics, University of York.
- Salibian-Barrera, Matias, 2006. "Bootstrapping MM-estimators for linear regression with fixed designs," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1287-1297, July.
- Arup Bose & Probal Chaudhuri, 1993. "On the dispersion of multivariate median," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(3), pages 541-550, September.
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