Pages that link to "Item:Q2360926"
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The following pages link to Strong approximations for weighted bootstrap of empirical and quantile processes with applications (Q2360926):
Displayed 8 items.
- On a weighted bootstrap approximation of the \(L_p\) norms of kernel density estimators (Q894575) (← links)
- A note on the performance of bootstrap kernel density estimation with small re-sample sizes (Q2244602) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
- Weighted bootstrapped kernel density estimators in two-sample problems (Q5266554) (← links)
- Some Nonparametric Tests for Change-Point Detection Based on the ℙ-ℙ and ℚ-ℚ Plot Processes (Q5495766) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)