Bootstrapping
Quantifying and Rejecting Outliers: The Grubbs Test
Quantitative Analysis
Percentile
Quartile
Regression Analysis
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An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Xingdong Feng1, Xuming He, Jianhua Hu
1School of Statistics and Management, Shanghai University of Finance and Economics, 777 Guoding Road, Shanghai 200433, China, xd.feng@mail.shufe.edu.cn.
This study extends the wild bootstrap method to quantile regression, offering a robust way to estimate variance for nonlinear estimators. The modified wild bootstrap effectively handles heteroscedasticity in regression models.
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