Pages that link to "Item:Q1807163"
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The following pages link to Theoretical comparisons of block bootstrap methods (Q1807163):
Displayed 18 items.
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Practically applicable central limit theorem for spatial statistics (Q1035762) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Computational Examples of a New Method for Distribution Selection in the Pearson System (Q3604109) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q4451551) (← links)
- Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration (Q4675841) (← links)
- Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator (Q4796544) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- On bootstrap inference in cointegrating regressions (Q5941113) (← links)