Pages that link to "Item:Q1962116"

The following pages link to Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116):

Displaying 23 items.

• A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data (Q435016) (← links)
• A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets (Q450878) (← links)
• A class of tests for the two-sample problem for count data (Q507879) (← links)
• Nonparametric tests based on N-distances (Q736125) (← links)
• On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← 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)
• On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
• A simple approach to construct confidence bands for a regression function with incomplete data (Q2176328) (← links)
• On the performance of weighted bootstrapped kernel deconvolution density estimators (Q2208395) (← links)
• Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• Minimum distance estimators for count data based on the probability generating function with applications (Q2412758) (← links)
• A one-sample test for normality with kernel methods (Q2419660) (← links)
• Approximations for a multivariate hybrid process with applications to change-point detection (Q2437888) (← links)
• Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
• Weighted Bootstrap Confidence Intervals for Generalized Behrens-Fisher Problems (Q2890109) (← links)
• Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
• A weighted bootstrap approximation for comparing the error distributions in nonparametric regression (Q5107014) (← links)
• Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
• (Q6182467) (← links)