Approximation for bootstrapped empirical processes
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- 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
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Cited in
(20)- Bootstrapping the empirical distribution of a linear process
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- Rates of convergence for U-statistic processes and their bootstrapped versions
- On the local time of the weighted bootstrap and compound empirical processes
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- Approximations to permutation and exchangeable processes
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- A note on the performance of bootstrap kernel density estimation with small re-sample sizes
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- Some asymptotic results for the integrated empirical process with applications to statistical tests
- A weighted bootstrap approximation of the maximal deviation of kernel density estimates over general compact sets
- Strong approximations for the \(p\)-fold integrated empirical process with applications to statistical tests
- Some approximations toLp-statistics of kernel density estimators
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- Bootstrap for the second-order analysis of Poisson-sampled almost periodic processes
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- Strong approximations for weighted bootstrap of empirical and quantile processes with applications
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