Pages that link to "Item:Q391607"
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The following pages link to Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607):
Displayed 23 items.
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics (Q476233) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Testing marginal homogeneity in Hilbert spaces with applications to stock market returns (Q2084718) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Testing the symmetry of a dependence structure with a characteristic function (Q2283654) (← links)
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- Limiting law results for a class of conditional mode estimates for functional stationary ergodic data (Q2396741) (← links)
- Stein's method meets computational statistics: a review of some recent developments (Q2684693) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- Bootstrap for<i>U</i>-statistics: a new approach (Q2832018) (← links)
- Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions (Q2953562) (← links)
- Additive regression model for stationary and ergodic continuous time processes (Q2979007) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- A consistent goodness-of-fit test for huge dimensional and functional data (Q4559455) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q5120672) (← links)
- Dependent Wild Bootstrap for the Empirical Process (Q5251501) (← links)
- Two-sample <i>U</i>-statistic processes for long-range dependent data (Q5276171) (← links)
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series (Q6086614) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Estimation and bootstrap for stochastically monotone Markov processes (Q6177661) (← links)
- Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240) (← links)