Bootstrap of reliability indicators for semi-Markov processes
From MaRDI portal
Cites work
- A Bayesian method for weighted sampling
- A multidimensional functional central limit theorem for an empirical estimator of a continuous-time semi-Markov kernel
- A rank statistics approach to the consistency of a general bootstrap
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- Bootstrap confidence bands for sojourn distributions in multistate semi-Markov models with right censoring
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Bootstrap methods: another look at the jackknife
- Bootstrapping general empirical measures
- Conditional failure occurrence rates for semi-Markov chains
- Earthquake Statistical Analysis through Multi‐state Modeling
- Empirical Estimator of Stationary Distribution for Semi-Markov Processes
- Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
- Exchangeably weighted bootstraps of empirical estimators of a semi-Markov kernel
- Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy
- Exchangeably weighted bootstraps of the general empirical process
- General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters
- General bootstrap for dual -divergence estimates
- General tests of conditional independence based on empirical processes indexed by functions
- General tests of independence based on empirical processes indexed by functions
- Generalized bootstrap for estimating equations
- How do bootstrap and permutation tests work?
- scientific article; zbMATH DE number 3116194 (Why is no real title available?)
- scientific article; zbMATH DE number 3122708 (Why is no real title available?)
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 4145173 (Why is no real title available?)
- scientific article; zbMATH DE number 5770895 (Why is no real title available?)
- scientific article; zbMATH DE number 3896009 (Why is no real title available?)
- scientific article; zbMATH DE number 3653328 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- Hypotheses testing and posterior concentration rates for semi-Markov processes
- Limit Theorems for Markov Renewal Processes
- Markov Renewal Processes with Finitely Many States
- Markov Renewal Processes: Definitions and Preliminary Properties
- Moment consistency of the exchangeably weighted bootstrap for semiparametric M-estimation
- Nonparametric estimation for semi-Markov processes based on its hazard rate functions
- Nonparametric estimation of some important indicators in reliability for semi-Markov processes
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- On a second-order asymptotic property of the Bayesian bootstrap mean
- On Estimation of a Probability Density Function and Mode
- On general bootstrap of empirical estimator of a semi-Markov kernel with applications
- On the strong approximation of bootstrapped empirical copula processes with applications
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Remarks on Some Nonparametric Estimates of a Density Function
- Renewal type bootstrap for \(U\)-process Markov chains
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Renewal type bootstrap for Markov chains
- Resampling Student's \(t\)-type statistics
- Semi-Markov models for partially censored data
- Semi-Markov processes and reliability
- Some asymptotic theory for the bootstrap
- Some New Estimates for Distribution Functions
- Statistical topics and stochastic models for dependent data with applications. Based on the workshop on random models and statistical tools, informatics and combinatorics, MOUSTIC -- modèles aléatoires et outils statistiques, informatiques et combinatoi
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- The impact of the bootstrap on statistical algorithms and theory
- The uniform CLT for empirical estimator of a general state space semi-Markov kernel indexed by functions
- The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications
- The weighted bootstrap mean for heavy-tailed distributions.
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
- Weighted resampling of martingale difference arrays with applications
This page was built for publication: Bootstrap of reliability indicators for semi-Markov processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7027061)
