Bootstrapping general empirical measures
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(only showing first 100 items - show all)- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Differentiability of \(t\)-functionals of location and scatter
- Empirical process results for exchangeable arrays
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- Estimating global and country-specific excess mortality during the COVID-19 pandemic
- Testing structural change in partially linear models
- Bootstrapping the GMM overidentification test under first-order underidentification
- Bootstrapping generalized \(U\)-processes and \(V\)-processes and their applications in projection pursuit
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- Bootstrapping structural change tests
- On weak convergence of the bootstrap general empirical process with random resample size
- scientific article; zbMATH DE number 4062264 (Why is no real title available?)
- scientific article; zbMATH DE number 1545168 (Why is no real title available?)
- Bootstrap approximation for generalized \(U\)-processes
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Tail bounds for the supremums of empirical processes over unbounded classes of functions
- On the subsample bootstrap variance estimation
- Inference on co-integration parameters in heteroskedastic vector autoregressions
- Bootstrap cointegration rank testing: the role of deterministic variables and initial values in the bootstrap recursion
- Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
- TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
- Bootstrap confidence sets for the Aumann mean of a random closed set
- On bootstrap implementation of likelihood ratio test for a unit root
- Convergence rates for the bootstrapped product-limit process
- Semiparametric estimation with generated covariates
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
- scientific article; zbMATH DE number 434674 (Why is no real title available?)
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- Bootstrap determination of the co-integration rank in heteroskedastic VAR models
- Bootstrapping density-weighted average derivatives
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- Multiplier \(U\)-processes: sharp bounds and applications
- On some tests-based projection pursuit for elliptical symmetry of a high-dimensional distribution
- On the mean residual life regression model
- Some applications of the strong approximation of the integrated empirical copula processes
- Additive regression model for stationary and ergodic continuous time processes
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- Bayesian bootstraps for \(U\)-processes, hypothesis tests and convergence of Dirichlet \(U\)-processes
- Semiparametric estimation of signaling games with equilibrium refinement
- Model selection by bootstrap penalization for classification
- Tests of covariance matrix by using projection pursuit and bootstrap method
- Some converse limit theorems for exchangeable bootstraps
- Bootstrap union tests for unit roots in the presence of nonstationary volatility
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- Resampling techniques for estimating the distribution of descriptive statistics of functional data
- A max-correlation white noise test for weakly dependent time series
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- The Bierens test under data dependence
- Large deviations for bootstrapped empirical measures
- A note on Bartlett correction factor for tests on cointegrating relations
- Smoothed jackknife empirical likelihood inference for ROC curves with missing data
- scientific article; zbMATH DE number 3850298 (Why is no real title available?)
- Identification and estimation of time-varying nonseparable panel data models without stayers
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- High-dimensional simultaneous inference with the bootstrap
- Cointegration rank testing under conditional heteroskedasticity
- Uniform and universal Glivenko-Cantelli classes
- A note on the bootstrapped empirical process
- \(M\)-estimation, convexity and quantiles
- Nonparametric tests for conditional symmetry in dynamic models
- A partial overview of the theory of statistics with functional data
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- On estimated projection pursuit-type Crámer-von Mises statistics
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Sklar's theorem derived using probabilistic continuation and two consistency results
- A direct bootstrapping technique and its application to a novel goodness of fit test
- Testing for structural change in conditional models
- Bootstrap consistency for general semiparametric \(M\)-estimation
- A conversation with Jon Wellner
- Statistical inference for simultaneous clustering of gene expression data
- Moment condition tests for heavy tailed time series
- Bootstrapping the empirical distribution function of a spatial process
- A Glivenko-Cantelli bootstrap theorem for the foster-Greer-thorbecke poverty index
- Testing for two-regime threshold cointegration in vector error-correction models.
- On smoothed bootstrap for density functionals
- Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
- The bootstrap for empirical processes based on stationary observations
- Hypothesis testing for means in connection with fuzzy rating scale-based data: algorithms and applications
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- On robustness properties of bootstrap approximations
- Testing Linearity for Network Autoregressive Models
- General tests of conditional independence based on empirical processes indexed by functions
- BootstrapMUnit Root Tests
- \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models
- Testing for co-integration in vector autoregressions with non-stationary volatility
- Simple resampling methods for censored regression quantiles
- A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
- General tests of independence based on empirical processes indexed by functions
- Second-order correctness of the Poisson bootstrap
- Testing for structural change in regression with long memory processes
- Bootstrap methods for epistemic fuzzy data
- Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains
- Heteroskedastic time series with a unit root
- On the use of the bootstrap for estimating functions with functional data
- The blockwise bootstrap for general empirical processes of stationary sequences
- Minimum distance from independence estimation of nonseparable instrumental variables models
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