Pages that link to "Item:Q1952172"
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The following pages link to Weighted resampling of martingale difference arrays with applications (Q1952172):
Displayed 15 items.
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications (Q391516) (← links)
- Bootstrapping Aalen-Johansen processes for competing risks: handicaps, solutions, and limitations (Q485928) (← links)
- Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
- A wild bootstrap approach for nonparametric repeated measurements (Q1658127) (← links)
- Testing the eigenvalue structure of spot and integrated covariance (Q2155301) (← links)
- Bootstrap and permutation rank tests for proportional hazards under right censoring (Q2223340) (← links)
- A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Wild bootstrapping rank-based procedures: multiple testing in nonparametric factorial repeated measures designs (Q2418513) (← links)
- Permutation-based inference for the AUC: A unified approach for continuous and discontinuous data (Q2833469) (← links)
- Weak Convergence of the Wild Bootstrap for the Aalen-Johansen Estimator of the Cumulative Incidence Function of a Competing Risk (Q2852617) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- More powerful logrank permutation tests for two-sample survival data (Q5036865) (← links)
- SMIM: A unified framework of survival sensitivity analysis using multiple imputation and martingale (Q6056150) (← links)