Pages that link to "Item:Q2892929"

The following pages link to Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929):

Displaying 7 items.

• Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
• Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
• A tail adaptive approach for change point detection (Q1755109) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• A weighted U-statistic based change point test for multivariate time series (Q6157040) (← links)