Pages that link to "Item:Q1807163"

The following pages link to Theoretical comparisons of block bootstrap methods (Q1807163):

Displaying 27 items.

• Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
• Bootstrap specification tests for diffusion processes (Q261886) (← links)
• Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
• Bootstrap conditional distribution tests in the presence of dynamic misspecification (Q275263) (← links)
• Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
• Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
• Properties of a block bootstrap under long-range dependence (Q354205) (← links)
• Estimating inter-group interaction radius for point processes with nested spatial structures (Q452647) (← links)
• Significance tests for functional data with complex dependence structure (Q464577) (← links)
• Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978) (← links)
• Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes (Q745419) (← links)
• Lasso-driven inference in time and space (Q820826) (← links)
• A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
• On bootstrapping periodic random arrays with increasing period (Q964810) (← links)
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
• Bootstrap Methods for Time Series (Q4832060) (← links)
• Gaussian Process Prediction using Design-Based Subsampling (Q5066795) (← links)
• Bootstrap diagnostics and remedies (Q5476448) (← links)
• Discussion on: ``Bootstrap methods for dependent data: a review'' (Q5966192) (← links)
• Comments on: Subsampling weakly dependent time series and application to extremes (Q5970333) (← links)
• Bootstrap rank tests for trend in time series (Q6179523) (← links)