Bootstrapping general empirical measures
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- scientific article; zbMATH DE number 854590
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(only showing first 100 items - show all)- On the use of the bootstrap for estimating functions with functional data
- Extending the scope of empirical likelihood
- Differentiability of \(t\)-functionals of location and scatter
- Convergence rates for the bootstrapped product-limit process
- Bootstrapping Markov chains: Countable case
- Testing of spherical symmetry of a multivariate distribution.
- Tests of covariance matrix by using projection pursuit and bootstrap method
- On the subsample bootstrap variance estimation
- On robustness properties of bootstrap approximations
- Exchangeably weighted bootstraps of the general empirical process
- \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters
- Bootstrap approximation for generalized U-processes
- \(M\)-estimation, convexity and quantiles
- Bootstrapping generalized \(U\)-processes and \(V\)-processes and their applications in projection pursuit
- On estimated projection pursuit-type Crámer-von Mises statistics
- Bootstrap by sequential resampling
- The bootstrap for empirical processes based on stationary observations
- Second-order correctness of the Poisson bootstrap
- Testing for structural change in conditional models
- Statistical inference for simultaneous clustering of gene expression data
- Bootstrap confidence sets for the Aumann mean of a random closed set
- High-dimensional simultaneous inference with the bootstrap
- A conversation with Jon Wellner
- General tests of independence based on empirical processes indexed by functions
- On bootstrap implementation of likelihood ratio test for a unit root
- Simple resampling methods for censored regression quantiles
- Analyzing bagging
- Testing for two-regime threshold cointegration in vector error-correction models.
- Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
- On the mean residual life regression model
- A note on the bootstrapped empirical process
- The blockwise bootstrap for general empirical processes of stationary sequences
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
- The Bierens test under data dependence
- On the strong approximation of bootstrapped empirical copula processes with applications
- Tests of elliptical symmetry and the asymptotic tail behavior of the statistics
- Note on the functional law of the iterated logarithm for the bootstrap empirical process
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity
- Empirical process results for exchangeable arrays
- Multiplier \(U\)-processes: sharp bounds and applications
- Bootstrap methods for epistemic fuzzy data
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors
- The fuzzy characterizing function of the distribution of a random fuzzy number
- Bootstrapping structural change tests
- Autoregressive wild bootstrap inference for nonparametric trends
- Measurement errors in quantile regression models
- Inference for local distributions at high sampling frequencies: a bootstrap approach
- 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
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- Model selection by bootstrap penalization for classification
- Minimum distance from independence estimation of nonseparable instrumental variables models
- Bootstrapping the GMM overidentification test under first-order underidentification
- Tail bounds for the supremums of empirical processes over unbounded classes of functions
- A distance-based statistical analysis of fuzzy number-valued data
- On weak convergence of the bootstrap general empirical process with random resample size
- A bootstrap causality test for covariance stationary processes
- A test of non-identifying restrictions and confidence regions for partially identified parameters
- An improved bootstrap test of stochastic dominance
- A parametric bootstrap test for cycles
- Testing for structural change in regression with long memory processes
- A note on Bartlett correction factor for tests on cointegrating relations
- Bayesian bootstraps for U-processes, hypothesis tests and convergence of Dirichlet U-processes
- Bootstrap specification tests for linear covariance stationary processes
- High dimensional CLT and its applications
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
- Nonparametric tests for conditional symmetry in dynamic models
- Bootstrapping density-weighted average derivatives
- Semiparametric estimation with generated covariates
- Additive regression model for stationary and ergodic continuous time processes
- Testing for a change in persistence in the presence of non-stationary volatility
- Cointegration rank testing under conditional heteroskedasticity
- Testing structural change in partially linear models
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains
- Bootstrap assisted specification tests for the ARFIMA model
- scientific article; zbMATH DE number 434674 (Why is no real title available?)
- Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
- Statistical inference and data mining: false discoveries control
- Some selected topics for the bootstrap of the empirical and quantile processes
- scientific article; zbMATH DE number 3850298 (Why is no real title available?)
- Reminiscences, and some explorations about the bootstrap
- Ranked simulated resampling: a more efficient and accurate resampling approximations for bootstrap inference
- BootstrapMUnit Root Tests
- Specification testing when the null is nonparametric or semiparametric
- Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment
- Regressions with Berkson errors in covariates -- a nonparametric approach
- scientific article; zbMATH DE number 4062264 (Why is no real title available?)
- A partial overview of the theory of statistics with functional data
- 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
- scientific article; zbMATH DE number 1304677 (Why is no real title available?)
- Fuzzy data treated as functional data: a one-way ANOVA test approach
- On smoothed bootstrap for density functionals
- A new way of quantifying the symmetry of a random variable: estimation and hypothesis testing
- scientific article; zbMATH DE number 1545168 (Why is no real title available?)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
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