Pages that link to "Item:Q1185280"

The following pages link to Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size'' (Q1185280):

Displaying 15 items.

• Bootstrapping weighted empirical processes that do not converge weakly (Q449905) (← links)
• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
• The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent (Q870513) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
• How do bootstrap and permutation tests work? (Q1412364) (← links)
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
• Bootstrapping the Student \(t\)-statistic (Q1872230) (← links)
• Estimation of the mean for critical branching process and its bootstrap approximation (Q2392257) (← links)
• Asymptotics for the residual-based bootstrap approximation in nearly nonstationary AR(1) models with possibly heavy-tailed innovations (Q2438508) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS (Q4637610) (← links)
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (Q5080545) (← links)
• Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)