Pages that link to "Item:Q1263180"

The following pages link to On the bootstrap of the sample mean in the infinite variance case (Q1263180):

Displaying 20 items.

• Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
• Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
• Bootstrap, wild bootstrap, and asymptotic normality (Q1203924) (← links)
• On bootstrap estimation of the distribution of the Studentized mean (Q1359393) (← links)
• Uniform CLT, WLLN, LIL and bootstrapping in a data analytic approach to trimmed \(L\)-statistics (Q1361745) (← links)
• On the effect of inliers on the spatial median (Q1372219) (← 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)
• M-estimation in linear models under nonstandard conditions. (Q1427512) (← links)
• Generalised bootstrap in non-regular M-estimation problems (Q1612938) (← links)
• Bootstrapping point processes with some applications (Q1613654) (← links)
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness (Q1659142) (← links)
• New methods for bias correction at endpoints and boundaries (Q1873601) (← links)
• On asymptotic properties of bootstrap for AR(1) processes (Q1923428) (← links)
• Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
• Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores (Q2024469) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• On the bootstrap in cube root asymptotics (Q5476449) (← links)