scientific article; zbMATH DE number 854582

MaRDI QIDQ4869554zbMATH OpenFDO

Authors John G. Kinateder

Publication date 22 April 1996

zbMATH Keywords

bootstrapinvariance principlestochastic integralnonnormal domains of attractionresampling criteria

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Functional limit theorems; invariance principles (60F17) Stochastic integrals (60H05)

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Cited in

(5)

• Bounds for the accuracy of Poissonian approximations of stable laws
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• How do bootstrap and permutation tests work?
• Refinements of the Kiefer-Wolfowitz theorem and a test of concavity

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