The following pages link to (Q3319610):
Displaying 31 items.
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- International market links and volatility transmission (Q528027) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
- Confidence intervals based on estimators with unknown rates of convergence (Q956903) (← links)
- Testing for equality between two copulas (Q1000568) (← links)
- A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
- On decoupling, series expansions, and tail behavior of chaos processes (Q1209210) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics (Q1322911) (← links)
- On nondifferentiable functions and the bootstrap (Q1326309) (← links)
- Almost sure convergence of bootstrapped means and \(U\)-statistics (Q1333117) (← links)
- Kernel estimation of the density of a statistic (Q1336938) (← links)
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
- The bootstrap for empirical processes based on stationary observations (Q1382489) (← links)
- On the law of the iterated logarithm for canonical \(U\)-statistics and processes (Q1899267) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Empirical process results for exchangeable arrays (Q2039790) (← links)
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
- Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
- A note on bootstrap confidence intervals for proportions (Q2439643) (← links)
- Inference for Optimal Dynamic Treatment Regimes Using an Adaptive <i>m</i> ‐Out‐of‐ <i>n</i> Bootstrap Scheme (Q2861961) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- Pca stability studied by the bootstrap and the infinitesimal jackknife method (Q3823641) (← links)
- (Q4864584) (← links)
- Sufficient <i>m</i>-out-of-<i>n</i> (<i>m</i>/<i>n</i>) bootstrap (Q5106884) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- DESIGN BASED INCOMPLETE U-STATISTICS (Q5155202) (← links)
- Modified bootstrap consistency rates for \(U\)-quantiles (Q5953978) (← links)
- Recent developments in bootstrap methodology (Q5965013) (← links)
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
