Pages that link to "Item:Q1194532"

The following pages link to On the bootstrap of \(U\) and \(V\) statistics (Q1194532):

Displaying 49 items.

• Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652) (← links)
• Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
• The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
• Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← links)
• Characteristic function-based hypothesis tests under weak dependence (Q414551) (← links)
• Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236) (← links)
• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• International market links and volatility transmission (Q528027) (← links)
• Bootstrap and permutation tests of independence for point processes (Q892249) (← links)
• An ANOVA test for functional data (Q956993) (← links)
• Central limit theorem for multiple integrals with respect to the empirical process (Q1003421) (← links)
• A test for the two-sample problem based on empirical characteristic functions (Q1023713) (← links)
• Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
• Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
• Weak invariance principles for weighted \(U\)-statistics (Q1314313) (← links)
• \(U\)-processes indexed by Vapnik-Červonenkis classes of functions with applications to asymptotics and bootstrap of \(U\)-statistics with estimated parameters (Q1336984) (← links)
• Large-scale kernel methods for independence testing (Q1702289) (← links)
• Exponential inequality for chaos based on sampling without replacement (Q1726844) (← links)
• Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications (Q1750282) (← links)
• On the law of the iterated logarithm for canonical \(U\)-statistics and processes (Q1899267) (← links)
• Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
• Repeated measures analysis for functional data (Q1942902) (← links)
• Empirical process results for exchangeable arrays (Q2039790) (← links)
• Distributed statistical inference for massive data (Q2054533) (← links)
• Multiplier \(U\)-processes: sharp bounds and applications (Q2073203) (← links)
• A lack-of-fit test for quantile regression process models (Q2107580) (← links)
• Distance covariance for random fields (Q2145778) (← links)
• Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications (Q2174668) (← links)
• Distance covariance for discretized stochastic processes (Q2203622) (← links)
• Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
• Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
• Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain (Q2692922) (← links)
• Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
• Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
• A Hilbert Space Embedding for Distributions (Q3520045) (← links)
• Penalised variable selection with U-estimates (Q3569216) (← links)
• Stability of precise Laplace's method under approximations; Applications (Q4265263) (← links)
• Sparse Graphs Using Exchangeable Random Measures (Q4603788) (← links)
• Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
• (Q5149001) (← links)
• FastMMD: Ensemble of Circular Discrepancy for Efficient Two-Sample Test (Q5380252) (← links)
• A Projection-Based Nonparametric Test of Conditional Quantile Independence (Q5860974) (← links)
• Randomized numerical linear algebra: Foundations and algorithms (Q5887823) (← links)
• Weighted bootstrap for two-sample \(U\)-statistics (Q6163481) (← links)
• General jackknife empirical likelihood and its applications (Q6172934) (← links)
• A hyperbolic divergence based nonparametric test for two‐sample multivariate distributions (Q6180918) (← links)