Pages that link to "Item:Q751110"

The following pages link to Asymptotic properties of the bootstrap for heavy-tailed distributions (Q751110):

Displaying 29 items.

• Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• Extremal dependence analysis of network sessions (Q650747) (← links)
• Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Non-central limit theorems for random selections (Q975304) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• A bootstrap procedure for estimating the adjustment coefficients (Q1182781) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• Almost sure convergence of bootstrapped means and \(U\)-statistics (Q1333117) (← links)
• On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
• On the effect of inliers on the spatial median (Q1372219) (← links)
• How do bootstrap and permutation tests work? (Q1412364) (← links)
• Bootstrapping point processes with some applications (Q1613654) (← links)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
• Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
• New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
• On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
• Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
• On the inconsistency of bootstrap distribution estimators (Q2563668) (← links)
• Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
• Statistical inference in the presence of heavy tails (Q2895996) (← links)
• Robust and bootstrap testing procedures for bioequivalence (Q4298670) (← links)
• A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
• Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law (Q4639148) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS (Q5255869) (← links)
• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)