Pages that link to "Item:Q5080545"
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The following pages link to Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545):
Displaying 5 items.
- A justification of conditional confidence intervals (Q2044389) (← links)
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
- LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)
- Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling (Q6626284) (← links)
