The following pages link to (Q4869559):
Displaying 50 items.
- Complete subset regressions (Q134090) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- New recursive estimators of the time-average variance constant (Q294229) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence (Q419156) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Dominating estimators for minimum-variance portfolios (Q737248) (← links)
- A note on stationary bootstrap variance estimator under long-range dependence (Q826725) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
- Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- The moving block bootstrap to assess the accuracy of statistical estimates in Ising model simulations (Q1269364) (← links)
- On the blockwise bootstrap for empirical processes for stationary sequences (Q1307509) (← links)
- On inconsistency of the jackknife-after bootstrap bias estimator for dependent data (Q1372214) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- On estimation of limiting variance of partial sums of functions of associated random variables (Q1680931) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- New and fast block bootstrap-based prediction intervals for GARCH(1,1) process with application to exchange rates (Q1744731) (← links)
- A tail adaptive approach for change point detection (Q1755109) (← links)
- On inference validity of weighted U-statistics under data heterogeneity (Q1786572) (← links)
- Theoretical comparisons of block bootstrap methods (Q1807163) (← links)
- Resampling time series using missing values techniques (Q1880994) (← links)
- Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data (Q1950744) (← links)
- The threshold bootstrap and threshold jackknife (Q1960593) (← links)
- Frequency domain bootstrap methods for random fields (Q2074338) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Robust trade-off portfolio selection (Q2218875) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- A stochastic dominance approach to financial risk management strategies (Q2347722) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Block permutation principles for the change analysis of dependent data (Q2455733) (← links)
- Factor investing for the long run (Q2661656) (← links)
- Parallel Bootstrap and Optimal Subsample Lengths in Smooth Function Models (Q2816753) (← links)
- Portfolio performance of linear SDF models: an out-of-sample assessment (Q4554506) (← links)
- BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS (Q4554607) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- Block bootstrap for periodic characteristics of periodically correlated time series (Q4634444) (← links)
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting (Q4689250) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
