The following pages link to (Q3732737):
Displaying 14 items.
- Bootstrapping in non-regular smooth function models (Q444959) (← links)
- A note on bootstrapping the variance of sample quantile (Q579785) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Subsample and half-sample methods (Q1260725) (← links)
- Bootstrap for nonstandard cases (Q1345563) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- Generalized subsampling procedure for non-stationary time series (Q1711557) (← links)
- Bootstrap confidence intervals (Q1813204) (← links)
- On a modified bootstrap for certain asymptotically nonnormal statistics (Q1897067) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Expansions for the distribution of asymptotically chi-square statistics (Q2360932) (← links)
- Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)