Pages that link to "Item:Q1093280"
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The following pages link to Bootstrap of the mean in the infinite variance case (Q1093280):
Displaying 50 items.
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- Some results on the convergence of conditional distributions (Q958949) (← links)
- Non-central limit theorems for random selections (Q975304) (← links)
- Selection from a stable box (Q1002578) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Bootstrap of the offspring mean in the critical process with a non-stationary immigration (Q1041056) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
- Bootstrapping Markov chains: Countable case (Q1205467) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
- On the effect of inliers on the spatial median (Q1372219) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- Bootstrapping point processes with some applications (Q1613654) (← links)
- Subsampling based inference for \(U\) statistics under thick tails using self-normalization (Q1642255) (← links)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
- Statistical foundations for assessing the difference between the classical and weighted-Gini betas (Q1702429) (← links)
- Asymptotic stability of the bootstrap sample mean. (Q1766048) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Limit theory and bootstrap for explosive and partially explosive autoregression (Q1893864) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
- Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
- Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
- On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
- Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- Validity of the bootstrap in the critical process with a non-stationary immigration (Q3021172) (← links)
- Asymptotic theory for bootstrapping the extremes (Q3137523) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- Bootstrap Sample Size in Nonregular Cases (Q4318360) (← links)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
- Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← links)
- Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
- A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
- Two new data-dependent choices of<i>m</i>when applying the<i>m</i>-out-of-<i>n</i>bootstrap to hypothesis testing (Q5300736) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)