Dependent Wild Bootstrap for the Empirical Process (Q5251501): Difference between revisions

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+Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
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+Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics
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+Blockwise bootstrapped empirical process for stationary sequences
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+The blockwise bootstrap for general empirical processes of stationary sequences
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+Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
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+Mixing: Properties and examples
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+A new weak dependence condition and applications to moment inequalities
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+The jackknife and the bootstrap for general stationary observations
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+Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
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+Absolute continuity of functionals of ''supremum'' type for Gaussian processes
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Tapered block bootstrap
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+Absolutely regular empirical processes and universal entropy
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+The Dependent Wild Bootstrap
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+A bootstrap-assisted spectral test of white noise under unknown dependence
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+Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
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+Q3580561
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+Q4322405
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+Inequalities for absolutely regular sequences: application to density estimation
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+Jackknife, bootstrap and other resampling methods in regression analysis
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