scientific article; zbMATH DE number 854966
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Publication:4869752
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(8)- Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
- Generalised bootstrap in non-regular M-estimation problems
- Proportional Hazards Model with a Change Point for Clustered Event Data
- M-estimation in linear models under nonstandard conditions.
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
- Asymptotic behaviour of M-estimators in \(AR(p)\) models under nonstandard conditions
- Inference for optimal dynamic treatment regimes using an adaptive \(m\)-out-of-\(n\) bootstrap scheme
- Bootstrapping sample quantiles in non-regular cases
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