Approximation for bootstrapped empirical processes
From MaRDI portal
(Redirected from Publication:4955844)
Recommendations
- On the best approximation for bootstrapped empirical processes
- The bootstrap for empirical processes based on stationary observations
- scientific article; zbMATH DE number 238326
- Approximations for weighted bootstrap processes with an application
- A note on the bootstrapped empirical process
- Bootstrap approximation for generalized U-processes
- scientific article; zbMATH DE number 2078188
Cites work
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- An approximation of partial sums of independent RV's, and the sample DF. II
- An approximation of stopped sums with applications in queueing theory
- An asymptotic theory for empirical reliability and concentration processes
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Bootstrapping empirical functions
- Bootstrapping robust regression
- scientific article; zbMATH DE number 3858075 (Why is no real title available?)
- scientific article; zbMATH DE number 5604036 (Why is no real title available?)
- scientific article; zbMATH DE number 1240354 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- scientific article; zbMATH DE number 272681 (Why is no real title available?)
- On convergence rates of suprema
- On the best approximation for bootstrapped empirical processes
- Weighted empirical and quantile processes
Cited in
(21)- Approximations to permutation and exchangeable processes
- On the best approximation for bootstrapped empirical processes
- Bootstrap maximum likelihood estimation of the parameter in spectral density of stationary processes
- Approximations for weighted bootstrap processes with an application
- Rates of convergence for U-statistic processes and their bootstrapped versions
- A note on the bootstrapped empirical process
- A note on the performance of bootstrap kernel density estimation with small re-sample sizes
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
- scientific article; zbMATH DE number 434674 (Why is no real title available?)
- Consistency of the Subsample Bootstrap empirical process
- On the local time of the weighted bootstrap and compound empirical processes
- Bootstrapping the empirical distribution of a linear process
- scientific article; zbMATH DE number 2078188 (Why is no real title available?)
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
- scientific article; zbMATH DE number 2177309 (Why is no real title available?)
- Some asymptotic results for the integrated empirical process with applications to statistical tests
- Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
- Asymptotic analysis via stochastic differential equations of gradient descent algorithms in statistical and computational paradigms
- Some approximations toLp-statistics of kernel density estimators
- Bootstrap of deviation probabilities with applications
This page was built for publication: Approximation for bootstrapped empirical processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4955844)
