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Original Articles

Jackknifing in Unbalanced Situations

Pages 285-292 | Published online: 09 Apr 2012

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Kosman W. G. D. H. Rajapaksha & David J. Olive. (2024) Wald type tests with the wrong dispersion matrix. Communications in Statistics - Theory and Methods 53:6, pages 2236-2251.
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Funda Erdugan. (2022) An almost unbiased Liu-type estimator in the linear regression model. Communications in Statistics - Simulation and Computation 0:0, pages 1-13.
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Koen Jochmans. (2022) Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates. Journal of the American Statistical Association 117:538, pages 887-896.
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Abdul Majid, Muhammad Aslam, Saima Altaf & Muhammad Amanullah. (2021) Addressing the distributed lag models with heteroscedastic errors. Communications in Statistics - Simulation and Computation 50:12, pages 4464-4482.
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Jianghao Chu, Tae-Hwy Lee, Aman Ullah & Haifeng Xu. (2021) Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference. Journal of Statistical Computation and Simulation 91:9, pages 1782-1801.
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Yasin Asar & Kadriye Kılınç. (2020) A jackknifed ridge estimator in probit regression model. Statistics 54:4, pages 667-685.
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M. Revan Özkale & Özge Kuran. (2019) Adaptation of the jackknifed ridge methods to the linear mixed models. Journal of Statistical Computation and Simulation 89:18, pages 3413-3452.
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Ruofei Du & Ji-Hyun Lee. (2019) A weighted Jackknife method for clustered data. Communications in Statistics - Theory and Methods 48:8, pages 1963-1980.
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Süleyman Taşpınar, Osman Doğan & Anil K. Bera. (2019) Heteroskedasticity-consistent covariance matrix estimators for spatial autoregressive models. Spatial Economic Analysis 14:2, pages 241-268.
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Jiajia Chen, Xiaoqin Zhang & Shengjia Li. (2018) Heteroskedastic linear regression model with compositional response and covariates. Journal of Applied Statistics 45:12, pages 2164-2181.
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Nilgün Yıldız. (2018) On the performance of the Jackknifed Liu-type estimator in linear regression model. Communications in Statistics - Theory and Methods 47:9, pages 2278-2290.
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Eric S. Lin & Ta-Sheng Chou. (2018) Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. Econometric Reviews 37:1, pages 1-28.
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Qing Wang. (2017) Extrapolation techniques in U-statistic variance estimation. Communications in Statistics - Theory and Methods 46:17, pages 8387-8400.
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Shunyong Li, Nahui Zhang, Xiaoqin Zhang & Guannan Wang. (2017) A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity. Journal of Statistical Computation and Simulation 87:1, pages 198-210.
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Semra Türkan & Gamze Özel. (2016) A new modified Jackknifed estimator for the Poisson regression model. Journal of Applied Statistics 43:10, pages 1892-1905.
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Rand R. Wilcox & Florence Clark. (2015) Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical. Communications in Statistics - Simulation and Computation 44:3, pages 773-786.
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Mansi Khurana, Yogendra P. Chaubey & Shalini Chandra. (2014) Jackknifing the Ridge Regression Estimator: A Revisit. Communications in Statistics - Theory and Methods 43:24, pages 5249-5262.
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Muhammad Aslam. (2014) Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors. Communications in Statistics - Simulation and Computation 43:10, pages 2353-2373.
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Muhammad Aslam, Tahira Riaz & Saima Altaf. (2013) Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points. Communications in Statistics - Simulation and Computation 42:10, pages 2223-2238.
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Funda Erdugan & Fikri Akdeniz. (2012) Computational Method for Jackknifed Generalized Ridge Tuning Parameter based on Generalized Maximum Entropy. Communications in Statistics - Simulation and Computation 41:8, pages 1411-1429.
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Munir Ahmed, Muhammad Aslam & G.R. Pasha. (2011) Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator. Communications in Statistics - Theory and Methods 40:24, pages 4431-4457.
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Yalian Li & Hu Yang. (2011) On the Performance of the Jackknifed Modified Ridge Estimator in the Linear Regression Model with Correlated or Heteroscedastic Errors. Communications in Statistics - Theory and Methods 40:15, pages 2695-2708.
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Francisco Cribari-Neto & Maria da Glória A. Lima. (2010) Approximate inference in heteroskedastic regressions: A numerical evaluation. Journal of Applied Statistics 37:4, pages 591-615.
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Himadri Ghosh, M.A. Iquebal & Prajneshu. (2008) A Bootstrap Study of Variance Estimation under Heteroscedasticity Using Genetic Algorithm. Journal of Statistical Theory and Practice 2:1, pages 55-69.
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Jiro Hodoshima & Masakazu Ando. (2006) The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models. Communications in Statistics - Simulation and Computation 35:2, pages 361-405.
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Francisco Cribari-Neto, SilviaL. P. Ferrari & WaldemarA. S. C. Oliveira. (2005) Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation 75:8, pages 611-628.
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S Cook & N Manning. (2004) Unit Root Testing Using Heteroscedasticity Consistent Covariance Matrix Estimators: Finite- Sample Evidence. Studies in Economics and Econometrics 28:3, pages 27-41.
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Francisco Cribari-Neto & Nila M. S. Galvão. (2003) A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators. Communications in Statistics - Theory and Methods 32:10, pages 1951-1980.
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Jinhong You & Gemai Chen. (2003) Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models. Communications in Statistics - Theory and Methods 32:9, pages 1817-1833.
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Qian. Lianfen & Wang. Suojin. (2001) Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators. Journal of Statistical Computation and Simulation 70:2, pages 161-174.
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J. Scott Long & LaurieH. Ervin. (2000) Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model. The American Statistician 54:3, pages 217-224.
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F. Cribari-Neto & S. G. Zarkos. (1999) Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing. Econometric Reviews 18:2, pages 211-228.
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Murray Jorgensen. (1999) Model-robust parameter dispersions for iteratively re-weighted least squares. Communications in Statistics - Theory and Methods 28:8, pages 1903-1919.
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Salman H. Abbas. (1997) Jackknifing in regression. Journal of Information and Optimization Sciences 18:2, pages 203-210.
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Noel Cressie. (1997) Jackknifing in the Presence of Inhomogeneity. Technometrics 39:1, pages 45-51.
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Marilena Furno. (1997) A Robust Heteroskedasticity Consistent Covariance Matrix Estimator. Statistics 30:3, pages 201-219.
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Marilena Furno. (1996) Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator. Journal of Statistical Computation and Simulation 54:1-3, pages 115-128.
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O. Bunke. (1993) Extended Jackknife Estimates in Linear or Nonlinear Regression. Statistics 25:1, pages 47-61.
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Hui Quan & Wei-yann Tsai. (1992) Jackknife for the proportional hazards model. Journal of Statistical Computation and Simulation 43:3-4, pages 163-176.
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MichaelB. Dollinger & RobertG. Staudte. (1991) Influence Functions of Iteratively Reweighted Least Squares Estimators. Journal of the American Statistical Association 86:415, pages 709-716.
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D.V. Hinkley & S. Wang. (1991) Efficiency of robust standard errors for regression coefficients. Communications in Statistics - Theory and Methods 20:1, pages 1-11.
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A.J. van der Merwe. (1991) Inferences on the threshold temperatures and summation constants in the case of crop development. South African Journal of Plant and Soil 8:1, pages 43-47.
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Nazir Ahmed Chaudhry. (1990) The weighted jackknife for ratio estimation. Communications in Statistics - Theory and Methods 19:9, pages 3283-3313.
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Stuart R. Lipsitz, Nan M. Laird & David P. Harrington. (1990) Using the jackknife to estimate the variance of regression estimators from repeated measures studies. Communications in Statistics - Theory and Methods 19:3, pages 821-845.
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Lee C. Adkins. (1990) Small sample performance of jackknife confidence intervals for the james-stein estimator. Communications in Statistics - Simulation and Computation 19:2, pages 401-418.
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Jeffrey S. Simonoff & Chih-Ling Tsai. (1988) Jackknifing and bootstrapping quasi–likelihood estimators. Journal of Statistical Computation and Simulation 30:3, pages 213-232.
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Alan Dorfman. (1988) A finite sample comparison of white's direct and simple tests for heteroscedasticity. Journal of Statistical Computation and Simulation 29:4, pages 299-308.
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WeichungJ. Shih & Sanford Weisberg. (1986) Assessing Influence in Multiple Linear Regression With Incomplete Data. Technometrics 28:3, pages 231-239.
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JeffreyS. Simonoff & Chih-Ling Tsai. (1986) Jackknife-Based Estimators and Confidence Regions in Nonlinear Regression. Technometrics 28:2, pages 103-112.
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John P. Buonaccorsi. (1985) Ratios of linear combinations in the general linear model. Communications in Statistics - Theory and Methods 14:3, pages 635-650.
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R. Wayne Oldford. (1985) Bootstrapping by monte carlo versus approximating the estimator and bootstrapping exactly: Cost and performance. Communications in Statistics - Simulation and Computation 14:2, pages 395-424.
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G. D. A. Phillips & B. P. McCabe. (1984) Jackknifing the two stage least squares estimator. Communications in Statistics - Simulation and Computation 13:2, pages 141-152.
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Noel Cressie. (1982) Playing Safe with Misweighted Means. Journal of the American Statistical Association 77:380, pages 754-759.
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WilliamS. Krasker & RoyE. Welsch. (1982) Efficient Bounded-Influence Regression Estimation. Journal of the American Statistical Association 77:379, pages 595-604.
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Michael R. Chernick. (1982) The Influence Function and its Application to Data Validation. American Journal of Mathematical and Management Sciences 2:4, pages 263-288.
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T.M. F. Smith. (1981) Comment. Journal of the American Statistical Association 76:373, pages 83-83.
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Terry Fox, David Hinkley & Kinley Larntz. (1980) Jackknifing in Nonlinear Regression. Technometrics 22:1, pages 29-33.
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RaymondJ. Carroll. (1979) On Estimating Variances of Robust Estimators When the Errors are Asymmetric. Journal of the American Statistical Association 74:367, pages 674-679.
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