Pages that link to "Item:Q1407179"
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The following pages link to Resampling methods for dependent data (Q1407179):
Displaying 50 items.
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Control of generalized error rates in multiple testing (Q155664) (← links)
- A nonparametric bootstrap method for spatial data (Q158928) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Recursive estimation of time-average variance constants through prewhitening (Q277265) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- A unified approach to self-normalized block sampling (Q288844) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Bootstrapping the empirical distribution of a linear process (Q395990) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Confidence intervals for probability density functions under associated samples (Q434564) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics (Q452632) (← links)
- Significance tests for functional data with complex dependence structure (Q464577) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form (Q466529) (← links)
- Nonparametric estimation of the service time distribution in the discrete-time GI/G/\(\infty\) queue with partial information (Q468738) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- Another look at the disjoint blocks bootstrap (Q619092) (← links)
- Robust resampling confidence intervals for empirical variograms (Q632149) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Composite likelihood-based inferences on genetic data from dependent loci (Q663122) (← links)
- Dynamic GSCA (generalized structured component analysis) with applications to the analysis of effective connectivity in functional neuroimaging data (Q692423) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- A tuning parameter free test for properties of space-time covariance functions (Q730823) (← links)
- Inference with dependent data using cluster covariance estimators (Q738071) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Improved \(U\)-tests for variance components in one-way random effects models (Q783268) (← links)
- Bootstrap long memory processes in the frequency domain (Q820805) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
