Consistency of the Subsample Bootstrap empirical process
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Recommendations
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Cites work
- A rank statistics approach to the consistency of a general bootstrap
- Bootstrap by sequential resampling
- Bootstrap procedures under some non-i.i.d. models
- Consistency of the reduced bootstrap for sample means
- Exchangeably weighted bootstraps of the general empirical process
- scientific article; zbMATH DE number 720761 (Why is no real title available?)
- scientific article; zbMATH DE number 1944485 (Why is no real title available?)
- THE SEQUENTIAL BOOTSTRAP: A COMPARISON WITH REGULAR BOOTSTRAP
Cited in
(17)- On the subsample bootstrap variance estimation
- Bootstrap by sequential resampling
- General tests of independence based on empirical processes indexed by functions
- Convolved subsampling estimation with applications to block bootstrap
- Cramér's type results for some bootstrapped \(U\)-statistics
- Strong approximation of multidimensional \(\mathbb P\)-\(\mathbb P\) plots processes by Gaussian processes with applications to statistical tests
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data
- A Monte Carlo comparison of three consistent bootstrap procedures
- scientific article; zbMATH DE number 1944485 (Why is no real title available?)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications
- Consistency for the tree bootstrap in respondent-driven sampling
- Some applications of the strong approximation of the integrated empirical copula processes
- General tests of conditional independence based on empirical processes indexed by functions
- Central limit theorems for functional Z -estimators with functional nuisance parameters
- Empirical likelihood based confidence regions for functional of copulas
- Exchangeably weighted bootstraps of martingale difference arrays under the uniformly integrable entropy
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