Pages that link to "Item:Q1340302"

The following pages link to Random quadratic forms and the bootstrap for \(U\)-statistics (Q1340302):

Displaying 33 items.

• The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• Almost sure convergence of bootstrapped means and \(U\)-statistics (Q1333117) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• A test for the geometric distribution based on linear regression of order statistics (Q1998595) (← links)
• A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
• Distance covariance for random fields (Q2145778) (← links)
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
• Distance covariance for discretized stochastic processes (Q2203622) (← links)
• A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses (Q2237825) (← links)
• Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) (← links)
• Approximating the null distribution of a class of statistics for testing independence (Q2423537) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• A linear approximation to the wild bootstrap in specification testing (Q3297940) (← links)
• DESIGN BASED INCOMPLETE U-STATISTICS (Q5155202) (← links)
• Weighted bootstrap for two-sample \(U\)-statistics (Q6163481) (← links)
• Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
• (Q6182467) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
• Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)