Pages that link to "Item:Q1111282"

The following pages link to On some representations of the bootstrap (Q1111282):

Displaying 3 items.

• Bootstrapping the autocorrelation coefficient of finite Markov chains (Q1200657) (← links)
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
• The asymptotic law of the local oscillation modulus of the empirical process (Q2365875) (← links)