Pages that link to "Item:Q2312766"

The following pages link to A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766):

Displaying 18 items.

• Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions (Q2044321) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Conditional empirical copula processes and generalized measures of association (Q2106777) (← links)
• Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
• Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
• Empirical process of concomitants for partly categorial data and applications in statistics (Q2136997) (← links)
• Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
• Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
• Local convergence of random planar graphs (Q2693140) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Rational bubbles: too many to be true? (Q6111430) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)
• Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)