Pages that link to "Item:Q1825563"
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The following pages link to Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates (Q1825563):
Displaying 37 items.
- Kernel type smoothed quantile estimation under long memory (Q451365) (← links)
- Direct density estimation of \(L\)-estimates via characteristic functions with applications (Q645627) (← links)
- A smoothed bootstrap estimator for a Studentized sample quantile (Q688353) (← links)
- Smooth quantile estimators under strong mixing: necessary and sufficient conditions on bandwidth for weak convergence (Q707051) (← links)
- A note on the inverse bootstrap process for large quantiles (Q803688) (← links)
- Functional limit theorems for inverse bootstrap processes of sample quantiles (Q808578) (← links)
- Weak convergence for random weighting estimation of smoothed quantile processes (Q903640) (← links)
- Weak convergence of the maximum error of the bootstrap quantile estimate (Q923544) (← links)
- Distribution-free cumulative sum control charts using bootstrap-based control limits (Q1018623) (← links)
- Bootstrapping the distance between smooth bootstrap and sample quantile distribution (Q1112505) (← links)
- Edgeworth expansions for studentized and prepivoted sample quantiles (Q1195555) (← links)
- Bootstrapping the mean of a symmetric population (Q1210283) (← links)
- Weak convergence of the remainder term in the Bahadur representation of extreme quantiles (Q1263181) (← links)
- Resampled quantile functions for error estimation and a relationship to density estimation. (Q1275532) (← links)
- A tail bootstrap procedure for estimating the tail Pareto-index (Q1299448) (← links)
- Confidence intervals for endpoints of a c.d.f. via bootstrap (Q1361759) (← links)
- Smooth estimate of quantiles under association (Q1382225) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median (Q1582652) (← links)
- The modified bootstrap error process for Kaplan-Meier quantiles (Q1613100) (← links)
- Mass volume curves and anomaly ranking (Q1786577) (← links)
- On the asymptotic accuracy of the bootstrap under arbitrary resampling size (Q1881419) (← links)
- Optimizing the smoothed bootstrap (Q1895436) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
- Necessary and sufficient conditions for the asymptotic normality of perturbed sample quantiles (Q2365867) (← links)
- Random Weighting Estimation of Confidence Intervals for Quantiles (Q2802825) (← links)
- Random Weighting Estimation for Quantile Processes and Negatively Associated Samples (Q2815392) (← links)
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences (Q3441494) (← links)
- A note on coverage error of bootstrap confidence intervals for quantiles (Q4287013) (← links)
- Smoothed bootstrap consistency through the convergence in mallows metric of smooth estimates (Q4521328) (← links)
- SMOOTH QUANTILE PROCESSES FROM RIGHT CENSORED DATA AND CONSTRUCTION OF SIMULTANEOUS CONFIDENCE BANDS (Q4540617) (← links)
- On pointwise laws of iterated logarithm for estimators of certain conditional functionals (Q4675946) (← links)
- Some Asymptotic Properties Between Smooth Empirical and Quantile Processes for Dependent Random Variables (Q5163527) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
- Bootstrapping the shorth for regression (Q5429576) (← links)
- Controlling the error probabilities of model selection information criteria using bootstrapping (Q5861435) (← links)
- Comments on: Augmenting the bootstrap to analyze high dimensional genomic data (Q5971381) (← links)
