Two bootstrap strategies for a k-problem up to location-scale with dependent samples

DOI10.1155/2014/523139zbMATH Open1426.62138OpenAlexW2025789992WikidataQ59061382 ScholiaQ59061382MaRDI QIDQ1667375FDOQ1667375

Authors: Jean-François Quessy, François Éthier 

Publication date: 28 August 2018

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/523139

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Introduction to empirical processes and semiparametric inference
• Title not available (Why is that?)
• An introduction to copulas.
• A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
• Copula structure analysis
• Nonparametric Statistical Data Modeling
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• \(K\)-sample tests based on the likelihood ratio
• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
• Non-parametric \(k\)-sample tests: density functions vs distribution functions
• Nonparametric \(k\)-sample test based on kernel density estimator for paired design
• Statistical procedures for the selection of a multidimensional meta-elliptical distribution

Cited In (3)

• Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
• Change-point methods for multivariate time-series: paired vectorial observations
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence

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