scientific article
From MaRDI portal
Publication:3359591
zbMath0733.62050MaRDI QIDQ3359591
Rudolf Beran, Gilles R. Ducharme
Publication date: 1991
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics, Alternative bootstrap procedures for testing cointegration in fractionally integrated processes, On the asymptotic accuracy of the bootstrap under arbitrary resampling size, Resistance to antibiotics: limit theorems for a stochastic SIS model structured by level of resistance, THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP, A note on bootstrap model selection criterion, Localized level crossing random walk test robust to the presence of structural breaks, Effects on inference of pretesting the exogeneity of a regressor, Bootstrapping Hausman's exogeneity test, Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model, A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests, Application of the bootstrap method for estimation of the quantile function, Diagnostic checking for multivariate regression models, A two-step indirect inference approach to estimate the long-run risk asset pricing model, Weak convergence of a bootstrap geometric-type estimator with applications to risk theory, Specification analysis of linear quantile models, The impact of the bootstrap on statistical algorithms and theory, A rank test for equality of two multivariate populations vs a particular ordered alternative., A note on conditional versus joint unconditional weak convergence in bootstrap consistency results, Confidence interval estimation of overlap: equal means case., Robust and consistent estimation of nonlinear errors-in-variables models, Median unbiased forecasts for highly persistent autoregressive processes
