Pages that link to "Item:Q1329684"
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The following pages link to Weighted bootstrapping of \(U\)-statistics (Q1329684):
Displaying 11 items.
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- Bootstrap confidence sets under model misspecification (Q892253) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Weighted bootstrap for two-sample \(U\)-statistics (Q6163481) (← links)
- Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
