The following pages link to (Q4225474):
Displaying 28 items.
- A unified approach to self-normalized block sampling (Q288844) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
- A penalized empirical likelihood method in high dimensions (Q741795) (← links)
- Bootstrap testing for discontinuities under long-range dependence (Q764501) (← links)
- On nonparametric ridge estimation for multivariate long-memory processes (Q829814) (← links)
- Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
- A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
- Bootstraps for time series (Q1872593) (← links)
- Large-scale simultaneous testing using kernel density estimation (Q2082348) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models (Q2220284) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- Two-sample high dimensional mean test based on prepivots (Q2242161) (← links)
- A more powerful test of equality of high-dimensional two-sample means (Q2242183) (← links)
- On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data (Q2253824) (← links)
- A combined \(p\)-value test for the mean difference of high-dimensional data (Q2423870) (← links)
- On inference based on the one-sample sign statistic for long-range dependent data (Q2430249) (← links)
- Block sampling under strong dependence (Q2444643) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Subsampling inference for the mean of heavy-tailed long-memory time series (Q2930904) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Block Bootstrap for the Empirical Process of Long‐Range Dependent Data (Q4604005) (← links)
- Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
- Multiple permutation test for high-dimensional data: a components-combined algorithm (Q5107348) (← links)
- Estimation of traffic matrices in the presence of long memory traffic (Q5193327) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q5970332) (← links)
