Bootstrapping sample quantiles of discrete data (Q287523): Difference between revisions

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+W1964940829
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+Asymptotic theory for bootstrapping the extremes
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+Confidence intervals for endpoints of a c.d.f. via bootstrap
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+On the bootstrap and the moving block bootstrap for the maximum of a stationary process
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+Some asymptotic theory for the bootstrap
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+Q3534831
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+Normal rank
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+Q4836494
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+Quantile estimation for discrete data via empirical likelihood
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+Coupling for minimal distance
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+New dependence coefficients. Examples and applications to statistics
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+Some results on the influence of extremes on the bootstrap
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+The \(m(n)\) out of \(k(n)\) bootstrap for partial sums of St. Petersburg type games
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+On weak dependence conditions: the case of discrete valued processes
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+On weak dependence conditions for Poisson autoregressions
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+Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models
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+Bootstrap methods: another look at the jackknife
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+Integer-Valued GARCH Process
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+Some recent progress in count time series
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+Poisson Autoregression
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+A new distribution-free quantile estimator
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+Q4001254
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+Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics
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+Asymptotic properties of sample quantiles of discrete distributions
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+When does bootstrap work! Asymptotic results and simulations
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+Some ARMA models for dependent sequences of poisson counts
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+Q4258556
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+Quantile probability and statistical data modeling
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+Convergence of stochastic processes
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+Q4225468
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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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+A note on proving that the (modified) bootstrap works
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+Inventory service-levels in the customer supply chain
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+Probabilistic Index Models
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+A fractional order statistic towards defining a smooth quantile function for discrete data
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+Thinning operations for modeling time series of counts -- a survey
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+Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations
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