Pages that link to "Item:Q1582133"

The following pages link to The weighted bootstrap mean for heavy-tailed distributions. (Q1582133):

Displaying 9 items.

• On the low intensity bootstrap for triangular arrays of independent identically distributed random variables (Q619103) (← links)
• General bootstrap for dual \(\phi\)-divergence estimates (Q764446) (← links)
• Resampling schemes with low resampling intensity and their applications in testing hypotheses (Q958771) (← links)
• Nonparametric inference of quantile curves for nonstationary time series (Q988002) (← links)
• An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
• How do bootstrap and permutation tests work? (Q1412364) (← links)
• Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
• Resampling Student's \(t\)-type statistics (Q2501355) (← links)
• On a multidimensional general bootstrap for empirical estimator of continuous-time semi-Markov kernels with applications (Q4634443) (← links)