Pages that link to "Item:Q749074"
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The following pages link to The bootstrap of the mean with arbitrary bootstrap sample size (Q749074):
Displaying 29 items.
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
- Modified tests for variance changes in autoregressive regression (Q632729) (← links)
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
- Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- On the law of large numbers for the bootstrap mean (Q1198986) (← links)
- On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
- How do bootstrap and permutation tests work? (Q1412364) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Bootstrapping point processes with some applications (Q1613654) (← links)
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
- Exponential inequality for chaos based on sampling without replacement (Q1726844) (← links)
- Asymptotic stability of the bootstrap sample mean. (Q1766048) (← links)
- Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
- On the unconditional strong law of large numbers for the bootstrap mean (Q1916170) (← links)
- The bootstrap of the mean for strong mixing sequences under minimal conditions (Q1916229) (← links)
- On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean (Q2440602) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model (Q6195479) (← links)
