The bootstrap of the mean with arbitrary bootstrap sample size
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- The bootstrap of the mean for strong mixing sequences under minimal conditions
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure
- On the Edgeworth expansion and the \(M\) out of \(N\) bootstrap accuracy for a Studentized trimmed mean
- Portmanteau-type test for unit root with heavy-tailed noise
- Bootstrapping the mean vector for the observations in the domain of attraction of a multivariate stable law
- An alternative to the \(m\) out of \(n\) bootstrap
- Modified tests for variance changes in autoregressive regression
- Bootstrapping the mean of a symmetric population
- On the low intensity bootstrap for triangular arrays of independent identically distributed random variables
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
- On the unconditional strong law of large numbers for the bootstrap mean
- On weak convergence of the bootstrap general empirical process with random resample size
- On the asymptotic distribution of the bootstrap estimate with random resample size
- Moment condition tests for heavy tailed time series
- Exponential inequality for chaos based on sampling without replacement
- On asymptotic properties of bootstrap for AR(1) processes
- THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
- A note on the rate of convergence of the bootstrap
- Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations
- Bootstrapping extremes of random variables under power normalization
- On bootstrap estimation of the distribution of the Studentized mean
- On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations
- Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics
- Test for the existence of finite moments via bootstrap
- Asymptotic properties of the bootstrap for heavy-tailed distributions
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
- How do bootstrap and permutation tests work?
- A note on proving that the (modified) bootstrap works
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model
- Sieve-based inference for infinite-variance linear processes
- Nonparametric bootstrap inference for the targeted highly adaptive least absolute shrinkage and selection operator (LASSO) estimator
- Bootstrap of the mean in the infinite variance case
- Bootstrapping point processes with some applications
- scientific article; zbMATH DE number 4096579 (Why is no real title available?)
- Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
- A class of bootstrap tests on the tail index
- On the law of large numbers for the bootstrap mean
- Estimation of the mean for critical branching process and its bootstrap approximation
- On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean
- Unit root inference for non-stationary linear processes driven by infinite variance innovations
- Asymptotic stability of the bootstrap sample mean.
- Wild bootstrap of the sample mean in the infinite variance case
- Bootstrapping weighted empirical processes that do not converge weakly
- Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
- A central limit theorem for bootstrap sample sums from non-i.i.d. models
- On the bootstrap of the sample mean in the infinite variance case
- Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations
- A note on bootstrapping the sample median
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Necessary conditions for the bootstrap of the mean
- Bootstrapping the Student \(t\)-statistic
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