Pages that link to "Item:Q1872230"

The following pages link to Bootstrapping the Student \(t\)-statistic (Q1872230):

Displaying 10 items.

• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Precise asymptotics in the deviation probability series of self-normalized sums (Q624565) (← links)
• How do bootstrap and permutation tests work? (Q1412364) (← links)
• Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
• Another look at bootstrapping the Student \(t\)-statistic (Q2261926) (← links)
• Inference from small and big data sets with error rates (Q2340870) (← links)
• A Monte-Carlo comparison of Studentized bootstrap and permutation tests for heteroscedastic two-sample problems (Q2488406) (← links)
• Resampling Student's \(t\)-type statistics (Q2501355) (← links)
• The asymptotic distribution of self-normalized triangular arrays (Q2576803) (← links)