The following pages link to (Q3477804):
Displaying 12 items.
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- Homogeneity tests for several Poisson populations (Q961926) (← links)
- Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- On estimated projection pursuit-type Crámer-von Mises statistics (Q1372213) (← links)
- On two-stage Monte Carlo tests of composite hypotheses (Q1658357) (← links)
- Bootstrapping nonparametric density estimators with empirically chosen bandwidths. (Q1848913) (← links)
- Constrained-realization Monte-Carlo method for hypothesis testing (Q1917975) (← links)
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses (Q1929857) (← links)
- Exact statistical inferences and Monte Carlo method (Q2263118) (← links)
- Exact Goodness‐of‐Fit Tests for Markov Chains (Q2846457) (← links)
