Pages that link to "Item:Q391607"

The following pages link to Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607):

Displaying 19 items.

• Bootstrapping sample quantiles of discrete data (Q287523) (← links)
• Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
• Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
• Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
• Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
• Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions (Q2953562) (← links)
• Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
• A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
• Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
• Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)