Pages that link to "Item:Q1102049"
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The following pages link to Convergence of stochastic empirical measures (Q1102049):
Displaying 12 items.
- General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
- Almost surely convergent random variables with given laws (Q1119253) (← links)
- On stochastic estimation (Q1262671) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Pairwise comparisons of the means of skewed data (Q1578220) (← links)
- Significance testing in nonparametric regression based on the bootstrap. (Q1848914) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Reliable estimation via simulation (Q1892648) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926) (← links)
- Budget-limited distribution learning in multifidelity problems (Q2678969) (← links)
