How do bootstrap and permutation tests work? (Q1412364): Difference between revisions

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+https://doi.org/10.1214/aos/1056562462
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+W1991592533
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+Q3906818
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+The bootstrap of the mean with arbitrary bootstrap sample size
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+Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size''
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+Bootstrap of the mean in the infinite variance case
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+The weighted bootstrap
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+The asymptotic distribution of the bootstrap sample mean of an infinitesimal array
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+Some results on the influence of extremes on the bootstrap
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+The weighted bootstrap mean for heavy-tailed distributions.
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+Necessary conditions for the bootstrap of the mean of a triangular array
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+Approximations to permutation and exchangeable processes
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+Necessary conditions for the bootstrap of the mean
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+Some Extensions of the Wald-Wolfowitz-Noether Theorem
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+Asymptotic properties of the bootstrap for heavy-tailed distributions
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+The bootstrap and Edgeworth expansion
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+On the Infinitesimal Generators of Integral Convolutions
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+Local asymptotic normality for randomly censored models with applications to rank tests
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+Conditional rank tests for randomly censored data
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+Sums of independent triangular arrays and extreme order statistics
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+Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem
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+Nonparametric symmetry tests for statistical functionals.
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+Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
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+On the bootstrap of the sample mean in the infinite variance case
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+Convergence to a stable distribution via order statistics
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+Bootstrap, wild bootstrap, and asymptotic normality
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+A rank statistics approach to the consistency of a general bootstrap
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+Bootstrapping the Student \(t\)-statistic
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+Bootstrap and randomization tests of some nonparametric hypotheses
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+The asymptotic theory of permutation statistics.
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