DOI10.1214/aos/1176325508zbMath0806.62032OpenAlexW2059492356MaRDI QIDQ1339704
Peter Bühlmann
Publication date: 15 January 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325508
Bootstraps for time series,
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing,
Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations,
Empirical Characteristic Function Estimation and Its Applications,
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals,
Necessary and sufficient conditions for the moving blocks bootstrap central limit theorem of the mean,
Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic,
Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator,
The blockwise bootstrap for general empirical processes of stationary sequences,
On inconsistency of the jackknife-after bootstrap bias estimator for dependent data,
Subsampling for heteroskedastic time series,
A normality criterion for random vectors based on independence,
The bootstrap for empirical processes based on stationary observations,
Bootstrapping the empirical distribution function of a spatial process,
Another look at the disjoint blocks bootstrap,
Block Bootstrap for the Empirical Process of Long‐Range Dependent Data,
A STATE‐SPACE MODEL FOR UNIVARIATE ORDINAL‐VALUED TIME SERIES,
PELVE: probability equivalent level of VaR and ES,
LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION,
Weak convergence for stationary bootstrap empirical processes of associated sequences,
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves,
Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences,
Statistical Inference for Expectile‐based Risk Measures,
A block bootstrap comparison for sparse chains,
A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods,
Inference for local distributions at high sampling frequencies: a bootstrap approach,
Bootstrap methods for dependent data: a review,
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations,
Theoretical comparisons of block bootstrap methods,
RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS,
Estimation of total time on test transforms for stationary observations,
Weak convergence of dependent empirical measures with application to subsampling in function spaces,
Dependent Wild Bootstrap for the Empirical Process,
The Dependent Random Weighting,
Sequential block bootstrap in a Hilbert space with application to change point analysis,
An overview of bootstrap methods for estimating and predicting in time series,
Recent developments in bootstrapping time series,
On the blockwise bootstrap for empirical processes for stationary sequences,
Block length selection in the bootstrap for time series
