A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Xiao-Feng Shao / rank
Normal rank
 
Property / author
 
Property / author: Xiao-Feng Shao / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1305.5618 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Break detection in the covariance structure of multivariate time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic results for the empirical process of stationary sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for statistical functionals of long-memory sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: A modified functional delta method and its application to the estimation of risk functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: New estimators of the Pickands dependence function and a test for extreme-value dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical and sequential empirical copula processes under serial dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4410074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical process of some long-range dependent sequences with an application to U-statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Elementary Approach to Weak Convergence for Quantile Processes, With Applications to Censored Survival Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of empirical copula processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delta method in large deviations and moderate deviations for estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of product-integration with a view toward application in survival analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric Estimation from Incomplete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to empirical processes and semiparametric inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: The jackknife and the bootstrap for general stationary observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copula–Based Models for Financial Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large sample confidence regions based on subsamples under minimal assumptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subsampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Another look at the disjoint blocks bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the empirical process of multivariate, dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic distributions of multivariate rank order statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of multidimensional empirical processes for stationary \(\varphi\)-mixing processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple test of changes in mean in the possible presence of long-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parametric Inference in Stationary Time Series Models with Dependent Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Change Points in Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong invariance principles for dependent random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit theorems for iterated random functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of multidimensional empirical processes for strong mixing sequences of stochastic vectors / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:11, 8 July 2024

scientific article
Language Label Description Also known as
English
A general approach to the joint asymptotic analysis of statistics from sub-samples
scientific article

    Statements

    A general approach to the joint asymptotic analysis of statistics from sub-samples (English)
    0 references
    0 references
    0 references
    0 references
    24 April 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    change point
    0 references
    compact differentiability
    0 references
    empirical processes
    0 references
    self-normalization
    0 references
    sub-sampling
    0 references
    time series
    0 references
    weak convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references