Multiplier bootstrap methods for conditional distributions (Q2361458): Difference between revisions

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+Bootstrapping regression quantiles
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+Empirical and sequential empirical copula processes under serial dependence
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+Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
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+Conditional copulas, association measures and their applications
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+Bootstrapping in Nonparametric Regression: Local Adaptive Smoothing and Confidence Bands
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+Bootstrap simultaneous error bars for nonparametric regression
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+The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
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+Introduction to empirical processes and semiparametric inference
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+Some Concepts of Dependence
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+Bootstrap confidence intervals in nonparametric regression with built-in bias correction
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+Dependence structure of conditional Archimedean copulas
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+An introduction to copulas.
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+Bootstrapping the conditional copula
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+Weak convergence and empirical processes. With applications to statistics
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+Estimation of a Conditional Copula and Association Measures
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