Pages that link to "Item:Q418236"
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The following pages link to Degenerate \(U\)- and \(V\)-statistics under weak dependence: asymptotic theory and bootstrap consistency (Q418236):
Displayed 12 items.
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics (Q391607) (← 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)
- U-statistics with conditional kernels for incomplete data models (Q520558) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- Expansion for moments of regression quantiles with applications to nonparametric testing (Q1740509) (← links)
- Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics (Q1934483) (← links)
- A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models (Q2821014) (← links)
- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)