The following pages link to (Q3990044):
Displaying 11 items.
- An alternative to the \(m\) out of \(n\) bootstrap (Q1007457) (← links)
- Weighted bootstraps for the variance (Q1125547) (← links)
- Efficient weighted bootstraps for the mean (Q1298939) (← links)
- Weighted bootstrapping of \(U\)-statistics (Q1329684) (← links)
- Weighted bootstrapping for \(U\)-quantiles (Q1347200) (← links)
- A study of a class of weighted bootstrap for censored data (Q1372848) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
- Weighted bootstrap for \(U\)-statistics (Q1888328) (← links)
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap (Q1962116) (← links)
- On the smoothed bootstrap (Q1969149) (← links)
