Pages that link to "Item:Q3143494"
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The following pages link to Consistency of the Subsample Bootstrap empirical process (Q3143494):
Displayed 8 items.
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Some applications of the strong approximation of the integrated empirical copula processes (Q523726) (← links)
- General tests of independence based on empirical processes indexed by functions (Q1731227) (← links)
- Cramér's type results for some bootstrapped \(U\)-statistics (Q2208388) (← links)
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests (Q2261924) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)
- General tests of conditional independence based on empirical processes indexed by functions (Q6176225) (← links)